Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia

The performance of foreign investors relative to domestic investors has been a subject of mixed evidence. While foreign investors are often perceived to underperform due to an information disadvantage, they are also known for their aggressive trading and superior performance in initiated orders. We...

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Main Authors: Deddy P. Koesrindartoto, Aurelius Aaron, Shuqi Wang
Format: Article
Language:English
Published: MDPI AG 2024-10-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/12/4/100
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author Deddy P. Koesrindartoto
Aurelius Aaron
Shuqi Wang
author_facet Deddy P. Koesrindartoto
Aurelius Aaron
Shuqi Wang
author_sort Deddy P. Koesrindartoto
collection DOAJ
description The performance of foreign investors relative to domestic investors has been a subject of mixed evidence. While foreign investors are often perceived to underperform due to an information disadvantage, they are also known for their aggressive trading and superior performance in initiated orders. We provide further clarity on this issue. Specifically, by analyzing over five million transactions on the Jakarta Stock Exchange, our findings reveal that foreign investors consistently outperform domestic investors in terms of both annualized returns and profit amounts. Further investigation attributes this outperformance to the higher sophistication of foreign investors, who demonstrate superior stock-picking abilities and effective growth investing strategies.
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series International Journal of Financial Studies
spelling doaj-art-e18bf8890f7e4301a770c6cfa64d24212025-08-20T02:55:57ZengMDPI AGInternational Journal of Financial Studies2227-70722024-10-0112410010.3390/ijfs12040100Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from IndonesiaDeddy P. Koesrindartoto0Aurelius Aaron1Shuqi Wang2School of Business and Management, Institut Teknologi Bandung, Jl. Ganesha 10, Bandung 40132, IndonesiaSchool of Accounting and Finance, The Hong Kong Polytechnic University, 11 Yuk Choi Rd, Kowloon, Hong KongDepartment of Economics and Finance, University of Stavanger, Kjell Arholms Gate 41, 4021 Stavanger, NorwayThe performance of foreign investors relative to domestic investors has been a subject of mixed evidence. While foreign investors are often perceived to underperform due to an information disadvantage, they are also known for their aggressive trading and superior performance in initiated orders. We provide further clarity on this issue. Specifically, by analyzing over five million transactions on the Jakarta Stock Exchange, our findings reveal that foreign investors consistently outperform domestic investors in terms of both annualized returns and profit amounts. Further investigation attributes this outperformance to the higher sophistication of foreign investors, who demonstrate superior stock-picking abilities and effective growth investing strategies.https://www.mdpi.com/2227-7072/12/4/100trading performancetrading activityforeign investordomestic investorinvestor’s sophistication levelIndonesian stock market
spellingShingle Deddy P. Koesrindartoto
Aurelius Aaron
Shuqi Wang
Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
International Journal of Financial Studies
trading performance
trading activity
foreign investor
domestic investor
investor’s sophistication level
Indonesian stock market
title Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
title_full Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
title_fullStr Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
title_full_unstemmed Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
title_short Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
title_sort do foreign investors underperform or outperform domestic investors in trading activities evidence from indonesia
topic trading performance
trading activity
foreign investor
domestic investor
investor’s sophistication level
Indonesian stock market
url https://www.mdpi.com/2227-7072/12/4/100
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AT aureliusaaron doforeigninvestorsunderperformoroutperformdomesticinvestorsintradingactivitiesevidencefromindonesia
AT shuqiwang doforeigninvestorsunderperformoroutperformdomesticinvestorsintradingactivitiesevidencefromindonesia