Listar Artículos de revista DGE - EKS Aldizkari artikuluak por tema "Volatility"
Mostrando ítems 1-2 de 2
-
Does herding affect volatility? Implications for the Spanish stock market
According to rational expectation models, uninformed or liquidity trading make market price volatility rise. This paper sets out to analyze the impact of herding, which may be interpreted as one of the components of ... -
The information environment, informed trading and volatility
The relation between informed trading and volatility is analyzed using the change in the proportion of informed transactions calculated through the probability of informed trading variable. The analysis relates to the ...