Institutional investors and stock market volatility. Evidence from Korea
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Date
2020
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Routledge Journals, Taylor & Francis Ltd
Access Rights
info:eu-repo/semantics/closedAccess
Abstract
This article examines the impact of institutional investors on return volatility in Korea stock market from 4 January 2000 to 15 September 2017 using actual trading data. We find that net purchases of institutions increase the market level of volatility but find no evidence that trades by institutional investors had a destabilizing impact on Korea's equity market over our sample period.
Description
Keywords
Trading, İnstitutional İnvestors, Stock-Return Volatility, Return
Journal or Series
Applied Economics Letters
WoS Q Value
Q4
Scopus Q Value
Q2
Volume
27
Issue
6
