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Nouvelles techniques de gestion et leur impact sur la volatilité

Author

Listed:
  • Serge Darolles
  • Gaëlle Le Fol

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

New investment management techniques and their impact on volatility . The growth of alternative investment has been considerable in recent years. However, the impact on markets or more precisely, on markets volatility, of the new induced management techniques is still not clear. In this article, we undergo such an analysis. We first link investment strategies to volume before analysing the volume-volatility relation.

Suggested Citation

  • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Post-Print halshs-00586095, HAL.
    • Handle: RePEc:hal:journl:halshs-00586095
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    Cited by:

    1. is not listed on IDEAS
    2. Ana Morariu & Flavia Stoian & Ana Maria Marinoiu & Doina Crişan Hăbean, 2008. "Empirical Analysis Over The Evolution Of The Innovational Fixed Costs And Its Recognition In The Human Resources Orientated Environment," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-3.

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    Keywords

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    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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