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Plerou, Vasiliki's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
8,463 |
Total
Citations
42 |
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1.
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Institutional Investors and Stock Market Volatility
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Gabaix, Xavier New York University - Stern School of Business Gopikrishnan, Parameswaran Boston University - Center for Polymer Studies Plerou, Vasiliki Boston University - Center for Polymer Studies Stanley, H. Eugene Boston University - Center for Polymer Studies
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Posted:
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11 Sep 03
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Last Revised:
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14 Jul 10
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8,463
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42
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Gabaix, Xavier New York University - Stern School of Business Gopikrishnan, Parameswaran Boston University - Center for Polymer Studies Plerou, Vasiliki Boston University - Center for Polymer Studies Stanley, H. Eugene Boston University - Center for Polymer Studies
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42
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Gabaix, Xavier New York University - Stern School of Business Gopikrishnan, Parameswaran Boston University - Center for Polymer Studies Plerou, Vasiliki Boston University - Center for Polymer Studies Stanley, H. Eugene Boston University - Center for Polymer Studies
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11 Sep 03
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Last Revised:
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01 Jun 10
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8,383
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42
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stock market crashes, power law, tail behavior, Levy distribution, market microstructure, behavioral finance, scaling, volume, excess volatility, price pressure
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