Trading behavior-stock market volatility nexus among institutional and individual investors
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DOI: 10.1186/s40854-024-00717-0
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Keywords
Trading behavior; Stock index; VARMA-BEKK-AGARCH model; Behavioral bias; Turkey;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
- G4 - Financial Economics - - Behavioral Finance
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