Ownership structure and stock return volatility

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dc.contributor.advisorQiu, J.
dc.contributor.authorJanssen, Bas
dc.date.issued2018-08-08
dc.description.abstractThis paper reviews whether ownership structures affect stock return volatility by trading volumes or by a more information based approach. A larger investor base potentially leads to a more accurate price signal, hereby affecting stock return volatility. Our examination distinguishes by incorporating a large variety of ownership structure measurements, including measurements related to ownership concentration as well as measurements related to the size of the investor base. Results are in line with recent literature regarding this topic and confirm the belief of a channel related to trading volumes.en_US
dc.identifier.urihttps://theses.ubn.ru.nl/handle/123456789/6161
dc.language.isoenen_US
dc.thesis.facultyFaculteit der Managementwetenschappenen_US
dc.thesis.specialisationFinancial Economicsen_US
dc.thesis.studyprogrammeMaster Economicsen_US
dc.thesis.typeMasteren_US
dc.titleOwnership structure and stock return volatilityen_US
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