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
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Citations: View citations in EconPapers (22)

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Related works:
Working Paper: Investor Following And Volatility: A GARCH Approach (2015)
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