A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns
Crossref DOI link: https://doi.org/10.1007/s00181-023-02541-4
Published Online: 2024-02-20
Published Print: 2024-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Eroğlu, Burak Alparslan
İkizlerli, Deniz
Ülkü, Numan https://orcid.org/0000-0001-5428-1854
Funding for this research was provided by:
Univerzita Karlova v Praze (Cooperatio)
Text and Data Mining valid from 2024-02-20
Version of Record valid from 2024-02-20
Article History
Received: 26 December 2022
Accepted: 20 November 2023
First Online: 20 February 2024