Institutional investors and stock market volatility. Evidence from Korea
Küçük Resim Yok
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Routledge Journals, Taylor & Francis Ltd
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
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.
Açıklama
Anahtar Kelimeler
Trading, İnstitutional İnvestors, Stock-Return Volatility, Return
Kaynak
Applied Economics Letters
WoS Q Değeri
Q4
Scopus Q Değeri
Q2
Cilt
27
Sayı
6
