Institutional investors and stock market volatility. Evidence from Korea

Basit Öğe Kaydı
dc.contributor.authorikizlerli, Deniz
dc.date.accessioned2024-07-18T20:45:13Z
dc.date.available2024-07-18T20:45:13Z
dc.date.issued2020
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.description.abstractThis 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.en_US
dc.identifier.doi10.1080/13504851.2019.1632413
dc.identifier.endpage476en_US
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.issue6en_US
dc.identifier.scopus2-s2.0-85068591820en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage473en_US
dc.identifier.urihttps://doi.org/10.1080/13504851.2019.1632413
dc.identifier.urihttps://hdl.handle.net/11411/7461
dc.identifier.volume27en_US
dc.identifier.wosWOS:000474955000001en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofApplied Economics Lettersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectTradingen_US
dc.subjectİnstitutional İnvestorsen_US
dc.subjectStock-Return Volatilityen_US
dc.subjectReturnen_US
dc.titleInstitutional investors and stock market volatility. Evidence from Korea
dc.typeArticle

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