IDEAS home Printed from https://ideas.repec.org/a/eee/finlet/v80y2025ics154461232500621x.html
   My bibliography  Save this article

The mechanism of institutional ownership volatility on stock price deviation

Author

Listed:
  • Xiang, Weiming
  • Liu, Liping

Abstract

This paper examines the role of institutional ownership volatility in contributing to stock price deviation using data from China's A-share market between 2002 and 2023. The findings reveal that institutional ownership volatility has a positive effect on stock price deviation. This widening effect of institutional ownership volatility on stock price deviation operates through idiosyncratic risk. Furthermore, the effect of institutional ownership volatility on stock price deviation is more pronounced for private enterprises.

Suggested Citation

  • Xiang, Weiming & Liu, Liping, 2025. "The mechanism of institutional ownership volatility on stock price deviation," Finance Research Letters, Elsevier, vol. 80(C).
    • Handle: RePEc:eee:finlet:v:80:y:2025:i:c:s154461232500621x
    DOI: 10.1016/j.frl.2025.107360
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S154461232500621X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.frl.2025.107360?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finlet:v:80:y:2025:i:c:s154461232500621x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/frl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.