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This paper uses daily data to investigate the behavior of institutional   investors in Taiwan’s stock market. We adopted TGARCH and EGARCH models to   test various news. We found that, for the entire sample, a significant   clustering phenomenon exists in the investment behavior of three   institutional investors, and the impact due to a change of news content shows   significant asymmetry and leverage effects. That is, the impact of bad news   from the market is stronger than that of good news. In addition, an   asymmetric phenomenon can also be seen for the international news aspect as   responded to by foreign institutional investors. This phenomenon is more   significant than those of the dealers and institutional trust investors.   Moreover, the asymmetric phenomenon as responded to by the dealers for   domestic news is more significant than those of foreign investors and   institutional trust investors

A study on the asymmetry of the news aspect of the stock market: Evidence from three institutional investors in the Taiwan stock market