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Nouvelles techniques de gestion et leur impact sur la volatilité

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  • Serge Darolles
  • Gaëlle Le Fol

Abstract

[eng] New investment management techniques and their impact on volatility . The growth of alternative investment has been considerable in recent years. However, the impact on markets or more precisely, on markets volatility, of the new induced management techniques is still not clear. In this article, we undergo such an analysis. We first link investment strategies to volume before analysing the volume-volatility relation. . JEL classifications : G11, G14 [fre] La gestion alternative s'est considérablement développée ces dernières années. Cependant, l'impact sur les marchés et, plus précisément sur la volatilité des marchés, des nouvelles techniques de gestion qui l'accompagnent est méconnu. Cet article se propose d'explorer le lien entre le développement de nouvelles pratiques de gestion et l'évolution de la volatilité, dont l'étape intermédiaire est l'étude du lien entre pratiques de gestion et volume.. Classification JEL : G11, G14

Suggested Citation

  • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
    • Handle: RePEc:prs:recofi:ecofi_0987-3368_2004_num_74_1_5042
    DOI: 10.3406/ecofi.2004.5042
    Note: DOI:10.3406/ecofi.2004.5042
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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