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Dinámica Del Volumen, Información Y Estructura De Propiedad

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Author Info

  • CRISTINA DEL RÍO

    (Universidad Pública de Navarra)

  • RAFAEL SANTAMARÍA

    (Universidad Pública de Navarra)

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    Abstract

    El artículo analiza el papel de la tipología del inversor (individual-institucional) en la dinámica del volumen de los activos negociados en el mercado de valores español. A diferencia de la evidencia obtenida para las empresas americanas, los resultados no muestran que dicha división genere diferencias significativas en el comportamiento dinámico del volumen, ni en la autocorrelación ordinaria ni en la negociación frente a grandes movimientos del mercado. Las diferencias en la autocorrelación se obtienen si se utiliza como variable la participación de fondos de inversión en la propiedad de las empresas. Estos resultados son consistentes con el argumento de que no es solo la naturaleza institucional del inversor sino las diferencias de objetivos entre estos agentes lo que puede afectar al comportamiento dinámico del volumen.

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    Bibliographic Info

    Article provided by Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica in its journal Revista de Economía Aplicada.

    Volume (Year): 18 (2010)
    Issue (Month): 1 (Spring)
    Pages: 121-149

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    Handle: RePEc:rev:reveca:v:18:y:2010:i:1:p:121-149

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    Related research

    Keywords: inversores institucionales; autocorrelación del volumen; flujo de información.;

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