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SSRNDerivatives & Volatility

Global Volatility and Capital Flows

During high volatility periods, institutional investors globally reduce their equity allocations, while retail investors shift from small-cap to large-cap stocks.

Featured in No. 33 on 17 Jan 2024 ·

Released
13 Apr 2022
First featured
No. 33 · 17 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4691941

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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