Institutional investment, equity volume and volatility spillover : causalities and asymmetries
Sandip Chakraborty, Ram Kumar Kakani
| Year of publication: |
September 2016
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|---|---|
| Authors: | Chakraborty, Sandip ; Kakani, Ram Kumar |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 44.2016, p. 1-20
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| Subject: | Institutional investment | Volume spillover | Conditional correlation | Second moment | Emerging markets | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Institutioneller Investor | Institutional investor | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690360