Publication Type

Journal Article

Version

acceptedVersion

Publication Date

9-2009

Abstract

Using a broad panel of NYSE-listed stocks between 1983 and 2004, we study the relation between institutional shareholdings and the relative informational efficiency of prices, measured as deviations from a random walk. Stocks with greater institutional ownership are priced more efficiently, and we show that variation in liquidity does not drive this result. One mechanism through which prices become more efficient is institutional trading activity, even when institutions trade passively. But efficiency is also directly related to institutional holdings, even after controlling for institutional trading, analyst coverage, short selling, variation in liquidity, and firm characteristics.

Keywords

market efficiency, institutional investors, institutional trading, market quality

Discipline

Corporate Finance | Portfolio and Security Analysis

Research Areas

Finance

Publication

Review of Financial Studies

Volume

22

Issue

9

First Page

3563

Last Page

3594

ISSN

0893-9454

Identifier

10.1093/rfs/hhp028

Publisher

Oxford University Press

Copyright Owner and License

Authors

Additional URL

https://doi.org/10.1093/rfs/hhp028

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