Institutional investors and stock market volatility

Author(s)
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Stanley, H. Eugene
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Massachusetts Institute of Technology. Dept. of Economics
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Description
Statement of responsibility on t.p. reads: Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley
 
October 2, 2005. Revised: May 12, 2010
 
Date issued
2010
URI
http://hdl.handle.net/1721.1/63722
Publisher
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
Other identifiers
institutionalinv00gaba
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 03-30, 2010
Keywords
Institutional investments, Stocks, Prices, Econometric models
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