Now showing items 1-2 of 2

  • 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 ...
  • Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals. 

    Agudelo, Diego A.; Byder, James E.; Yepes, Paula (Universidad EAFIT; Escuela de Economía y Finanzas, 2015-12-01)
    We find that local investors do better than foreigners in terms of trading execution. However foreign investors obtain better returns than local individuals both in short and long term. Local institutions are the best ...