Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market
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- Bohl, Martin T. & Brzeszczynski, Janusz, 2006. "Do institutional investors destabilize stock prices? evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 370-383, October.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
Keywordsinstitutional traders; Polish stock market; pension fund investors; stock market volatility; asymmetric GARCH models;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-30 (All new papers)
- NEP-CFN-2005-04-30 (Corporate Finance)
- NEP-FIN-2005-04-30 (Finance)
- NEP-RMG-2005-04-30 (Risk Management)
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