Matches in SemOpenAlex for { <https://semopenalex.org/work/W2153664552> ?p ?o ?g. }
- W2153664552 abstract "We present a theory of excess stock market volatility, in which market movements are due to trades by very large institutional investors in relatively illiquid markets. Such trades generate significant spikes in returns and volume, even in the absence of important news about fundamentals. We derive the optimal trading behavior of thse investors, which allows us to provide a unified explanation for apparently disconnected empirical regularities in returns, trading volume and investor size." @default.
- W2153664552 created "2016-06-24" @default.
- W2153664552 creator A5037975948 @default.
- W2153664552 creator A5064232096 @default.
- W2153664552 creator A5065564478 @default.
- W2153664552 creator A5069579613 @default.
- W2153664552 date "2003-01-01" @default.
- W2153664552 modified "2023-09-27" @default.
- W2153664552 title "A Theory of Large Fluctuations in Stock Market Activity" @default.
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