Do institutional investors destabilize stock prices? evidence from an emerging market
- 31 October 2006
- journal article
- Published by Elsevier BV in Journal of International Financial Markets, Institutions and Money
- Vol. 16 (4), 370-383
- https://doi.org/10.1016/j.intfin.2005.05.005
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- The Dynamics of Institutional and Individual TradingThe Journal of Finance, 2003
- Who underreacts to cash-flow news? evidence from trading between individuals and institutionsJournal of Financial Economics, 2002
- Momentum Trading by InstitutionsThe Journal of Finance, 2002
- Who Blinks in Volatile Markets, Individuals or Institutions?The Journal of Finance, 2002
- Asymmetric Volatility and Risk in Equity MarketsThe Review of Financial Studies, 2000
- Anomalies or illusions? Evidence from stock markets in eighteen countriesJournal of International Money and Finance, 1994
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on StocksThe Journal of Finance, 1993
- Trading Volume and Serial Correlation in Stock ReturnsThe Quarterly Journal of Economics, 1993
- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariancesEconometric Reviews, 1992
- Stock returns and the weekend effectJournal of Financial Economics, 1980