---
title: Global Volatility and Capital Flows
url: https://www.ml-quant.com/papers/ssrn/4691941/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4691941
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4691941
featured: 2024-01-17
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4691941
- Identifier: SSRN 4691941
- Released: 2022-04-13
- First featured: Quant Letter No. 33 (2024-01-17): https://www.ml-quant.com/issues/2024-01-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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