.png){kind=icon}
.png){kind=icon}
Return
The Identity of Capital: Why Does the Market Assign Asymmetric Price Weights to Foreign Investors?
.png){kind=icon}
PRE
AI
Y
J
Y
DOI：10.1016/j.ribaf.2026.103463.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
• Northbound ownership changes are associated with larger stock price responses. • Markets assign stronger pricing weights to foreign than domestic institutional trades. • The return–ownership association remains robust across regulatory changes. • Pricing effects are stronger in complex information environments and noisy markets. • Investor identity influences price discovery in an emerging equity market.
Keywords:
Investor identity
Foreign investors
Price discovery
Stock price response
Emerging equity markets
Journal
IF:
6.9
Papers:
2.7K
Citations:
1.0W
Organization
Cited Papers