Institutional ownership and aggregate volatility risk
Year of publication: |
January 2017
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Authors: | Barinov, Alexander |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 40.2017, p. 20-38
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Subject: | Aggregate volatility risk | Institutional ownership | Value effect | Idiosyncratic volatility effect | Turnover effect | Analyst disagreement effect | Anomalies | Volatilität | Volatility | Institutioneller Investor | Institutional investor | Kapitaleinkommen | Capital income | Eigentümerstruktur | Ownership structure | Risiko | Risk | Finanzanalyse | Financial analysis |
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