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  • Muddying the waters: Who Induces Volatility in an Emerging Market? 

    Yepes, Paula; Agudelo, Diego; Gencay, Ramazan (Universidad EAFIT; Escuela de Economía y Finanzas, 2018-11)
    Do all investor types contribute equally to volatility formation? Although stock volatility should ideally originate only from fundamental innovations, it is embedded into prices through the trading process. We compare the ...