Passive institutional ownership, R2 trends, and price informativeness
Year of publication: |
November 2017
|
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Authors: | DeLisle, R. Jared ; French, Dan W. ; Schutte, Maria Gabriela |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 4, p. 627-659
|
Subject: | comovement | volatility | informed trading | correlated trading | passive investing | institutional ownership | price informativeness | Institutioneller Investor | Institutional investor | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Eigentümerstruktur | Ownership structure | Portfolio-Management | Portfolio selection | Informationsökonomik | Economics of information | Korrelation | Correlation | Investmentfonds | Investment Fund | Preis | Price |
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