Vasiliki Plerou

Boston University - Center for Polymer Studies

Research Associate

590 Commonwealth Ave.

Boston, MA 02215

United States

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Scholarly Papers (1)

1.
Downloads 10,689 ( 355)
Citation 44

Institutional Investors and Stock Market Volatility

MIT Department of Economics Working Paper No. 03-30
Number of pages: 51 Posted: 11 Sep 2003 Last Revised: 01 Jun 2010
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
Downloads 10,572 (358)
Citation 44

Abstract:

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stock market crashes, power law, tail behavior, Levy distribution, market microstructure, behavioral finance, scaling, volume, excess volatility, price pressure

Institutional Investors and Stock Market Volatility

NBER Working Paper No. w11722
Number of pages: 52 Posted: 18 Jan 2006 Last Revised: 14 Jul 2010
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
Downloads 117 (226,936)
Citation 44

Abstract:

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