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Domestic and Foreign Investor Dynamics in Indonesian Stock Exchange : Evidence from 10 Years High-Frequency Data



  ID Publisher : 0000043091
  Nama Jurnal : Indonesian Capital Market Review
  Pengarang : Abdurrahman Arroisi and Deddy Priatmodjo Koesrindartoto
  Subjek : domestic investors; foreign investors; price impact; herding behavior; feedback trading; intraday data; vector autoregressive
  Edisi : 11 / 1 / Januari 2019


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