Institutional investors and stock market volatility

Name

institutionalinv00gaba.pdf

Size

2.49 MB

Format

Adobe PDF

Checksum (MD5)

b94bfddf0dbab352c863e6da95f2cb98

Author(s)

Gabaix, Xavier

•

Gopikrishnan, Parameswaran

•

Plerou, Vasiliki

•

Stanley, H. Eugene

Date Issued

2010

Publisher

Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 03-30, 2010

Description

Statement of responsibility on t.p. reads: Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley

October 2, 2005. Revised: May 12, 2010

Subjects

Institutional investments

Stocks

Prices

Econometric models

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