Announcing Second Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2016 Online Proceedings on SSRN
In cooperation with the Volatility Institute at NYU Shanghai (VINS), the Financial Economics Network (FEN) is pleased to announce the Second Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2016. The proceedings are available to all users at no charge and contain abstracts of publicly available papers presented at the conference with links to the full text in the SSRN eLibrary.
There is a large and growing literature focused on the comparative behavior of institutional and retail investors in capital markets. These papers document for various investor types: (i) differential trading patterns, (ii) typical characteristics of stocks bought by these investors, (iii) herding behavior under certain conditions, (iv) the return performance against benchmarks, and (v) various forms of speculation. Investor behavior is then studied for its impact on market efficiency, including liquidity, price discovery and volatility. Many of these studies focus on well-developed capital markets. As emerging markets are less developed, retail investors play an even greater role in trading. A case in point is China whose stock market capitalization is second highest globally, yet is underdeveloped and includes a large proportion of retail investors.
The goal of The Second Annual Volatility Institute Conference at NYU Shanghai was to better understand the effect of retail versus institutional trading on capital markets. While the focus is on all markets, submissions were especially encouraged that focused on emerging capital markets, China in particular.
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Michael C. Jensen
Financial Economics Network