Modeling the dynamics of institutional, foreign, and individual investors through price consensus
Sign Up to like & getrecommendations! Published in 2017 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2016.10.011
Abstract: In this paper, we present a price consensus measure for understanding the dynamics among institutional, foreign, and individual investors. The proposed measure inversely estimates investors' daily views on the value of an asset, which incorporates… read more here.
Keywords: institutional foreign; individual investors; price consensus; price ... See more keywords