Publication

Jun 2013

This report analyzes the structure of the US stock market. The authors show that the influence of stocks on the market is changing and that this influence can be explained by trading volume and the stocks' beta values.

Download English (PDF, 23 pages, 386 KB)
Author Matthias Raddant, Friedrich Wagner
Series Kiel Institute Working Papers
Issue 1846
Publisher Kiel Institute for the World Economy
Copyright © 2013 Kiel Institute for the World Economy
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