International Institutional Investing and Trading Behavior in Emerging Markets (Prof. Aliaa Bassiouny)

2 students are sought for a project on “International Institutional Investing and Trading Behavior in Emerging Markets ” with Prof. Aliaa Bassiouny that will begin on 6/3/24 and last for 8 weeks

Project Description:

The objective of this research is to empirically compare the investment strategies and trading behaviors of different types of institutional investors investing in emerging markets. Students will work with a detailed high-frequency dataset of over 400 million trades for all actively traded stocks on the Egyptian Stock Exchange (EGX) for a ten-year period, disaggregating and analyzing the data by type and origin of institutional investor. They will also have the opportunity to examine the impact of economic and political events on the trading behaviors of international investors accessing emerging markets like Egypt. Interested students should read my earlier paper that used a subset of this dataset for background: Bassiouny, A., & Tooma, E. (2017). Trading Better Versus Making More: Evidence from an Emerging Market. Emerging Markets Finance and Trade, 53(8), 1779-1795.

Prerequisites

Students should have completed at least one class in statistics, data analytics or data science. Familiarity with statistical or data analytics software.

Special Comments

All research can be done remotely with regular zoom meetings.

Project Information

Estimated Start Date: 6/3/24

Estimated End Date: 7/26/24

Maximum number of students sought: 2

Contact Information: Prof. Aliaa Bassiouny (abassiouny@wlu.edu)