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Market structure, fragmentation, and market quality

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Market structure, fragmentation, and market quality

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Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?

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Market structure, fragmentation and market quality : evidence from recent listing switches

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Volatilities implied by price changes in the S&P 500 options and futures contracts

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Daily institutional trades and stock price volatility in a retail investor dominated emerging market

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Daily Institutional Trades and Stock Price Volatility in a Retail Investor Dominated Emerging Market

Li, Wei - 2010

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 unexpected institutional...

Persistent link: https://www.econbiz.de/10013142178