Download or read book Trading Volume Dynamics, Information and Ownership Structure written by Cristina Del Rio and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper analyses the role of investor type (individual-institutional) in trading volume dynamics in securities traded on the Spanish stock market. The results contrast with the evidence found for the US, by showing no sign that differences in investor type generate significant variation in the dynamic behaviour of trading volume, ordinary autocorrelation, or trading in the event of major market movements. Differences in autocorrelation are found when the level of mutual funds ownership of a stock is included in the analysis. These findings are consistent with the view that it is not only the institutional nature, but also the different investment targets of these agents, that can influence trading volume dynamics.