Peer Reviewed Open Access

This paper is reviewed in accordance with the Peer Review Program of IRA Academico Research

Impact of Institutional Investment Pattern on Stock Volatility: A Study of BSE-30 Companies

Harendra Singh
DOI: http://dx.doi.org/10.21013/jmss.v3.n1.p11
Abstract

There are many studies found in the field of stock volatility and institutional investors. Most of the studies found an inconsistent relationship between volatility and institutional investors. It creates a curiosity in the mind of investor, whether riskier securities attract institutional investors or an increase in institutional holdings results in an increase in volatility.


In this paper we tried to examine the impact of institutional ownership pattern on stock volatility. We have considered BSE-30 companies and taken 5 year data from 1st January 2009 to 1st January 2014. Our result shows that institutional ownership has positive and significant impact on stock volatility.

Keywords
FIIs, Insurance, Mutual funds Regression, Quarterly volatility
Full Text:
PDF

©IRA Academico Research & its authors
This article is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. This article can be used for non-commercial purposes. Mentioning of the publication source is mandatory while referring this article in any future works.