EconPapers    
Economics at your fingertips  
 

Investor Following and Volatility: A GARCH Approach

Amal Aouadi (), Mohamed Arouri and Frédéric Teulon

No 2014-286, Working Papers from Department of Research, Ipag Business School

Abstract: In this paper, we aim to investigate whether investor following is a determinant of the stock

Keywords: Investor following; Online search; Stock Volatility. (search for similar items in EconPapers)
JEL-codes: G02 G10 G12 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2014-01-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (22) Track citations by RSS feed

Downloads: (external link)
https://faculty-research.ipag.edu/wp-content/uploa ... IPAG_WP_2014_286.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ipg:wpaper:2014-286

Access Statistics for this paper

More papers in Working Papers from Department of Research, Ipag Business School Contact information at EDIRC.
Bibliographic data for series maintained by Ingmar Schumacher ().

 
Page updated 2022-06-26
Handle: RePEc:ipg:wpaper:2014-286