Vasiliki Plerou

Boston University - Center for Polymer Studies

Research Associate

590 Commonwealth Ave.

Boston, MA 02215

United States

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137

Scholarly Papers (1)

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Citation 118

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 11,482 (494)
Citation 65

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

Number of pages: 52 Posted: 18 Jan 2006 Last Revised: 14 Jul 2021
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 165 (229,468)
Citation 23

Abstract:

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