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Keywords: Abnormal return
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Journal Articles
China Finance Review International (2013) 3 (1): 42–60.
Published: 25 January 2013
... the crisis. The market reaction to SWF's investment tends to mitigate speculative trading to a larger extent, which is shown by the lower cumulative abnormal return and turnover volatility. Originality/value This paper tries to test the change of SWFs' behavior pro‐ and post‐crisis. It reveals that SWFs...

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