The Influence of Institutional Investors on the Volatility and Return of Chinese Stock Market

Chen, Qianyu and Miu, Yuhao and Yang, Yifan and Zhu, Qianyi (2018) The Influence of Institutional Investors on the Volatility and Return of Chinese Stock Market. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.

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Abstract

This study investigated the effect of institutions’ shareholding and holding period on the return and volatility of the shares in the Chinese stock market. 3267 stocks in the three boards of the Chinese stock market were chosen. Based on their data from the fourth quarter of 2018 to the third quarte

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:03
Last Modified: 17 Apr 2026 03:46
URI: http://eprints.eai.eu/id/eprint/42017

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