Institutional investors and stock returns volatility: Empirical evidence from a natural experiment
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- Eduardo Roca & Victor Wong, 2008. "An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 583-597.
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More about this item
KeywordsInstitutional traders Polish stock market Pension fund investors Stock market volatility Markov-switching-GARCH model;
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