Investor Following and Volatility: A GARCH Approach
Amal Aouadi (),
Mohamed Arouri and
No 2014-286, Working Papers from Department of Research, Ipag Business School
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
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