Matches in SemOpenAlex for { <https://semopenalex.org/work/W2002168106> ?p ?o ?g. }
- W2002168106 abstract "This paper shows that during episodes of market turmoil 13F institutional investors with short trading horizons sell their stockholdings to a larger extent than 13F institutional investors with longer trading horizons. This creates price pressure for stocks mostly held by short horizon investors, which, as a consequence, experience larger price drops, and subsequent reversals, than stocks mostly held by long horizon investors. These findings, obtained after controlling for the withdrawals experienced by the investors, are not driven by other institutional investors’ and firms’ characteristics. Overall, the evidence indicates that investors with short horizons amplify the effects of market-wide negative shocks by demanding liquidity at times when other potential buyers’ capital is scarce." @default.
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- W2002168106 date "2012-01-01" @default.
- W2002168106 modified "2023-10-17" @default.
- W2002168106 title "Investors' Horizons and the Amplification of Market Shocks" @default.
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- W2002168106 doi "https://doi.org/10.2139/ssrn.1656723" @default.
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