Daily institutional trades and stock price volatility in a retail investor domin

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【全文链接或数据库名称(选填)】Daily institutional trades and stock price volatility in a retail investor dominated emerging marketW Li, SS Wang - Journal of Financial Markets, 2010 - Elsevier
We examine the short-run dynamic relation between daily institutional trading and stock
price volatility in a retail investor-dominated emerging market. We find a significantly
negative relation between volatility and institutional net trading that is mainly due to the ...
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