Information Feedback Between Size Portfolios in Boursa Kuwait
Abstract
This paper examines the transmission of information between small and large sized portfolios within the Boursa Kuwait between 2011 and 2020. The study documents a constant and steady stream of feedback which demonstrates a sizeable and significant impact on market volatility; albeit at varying degrees of effect on smaller portfolios as compared with larger ones. Evidence suggests a more persistent volatility on larger portfolios, indicating a disparity on the interpretations of transmitted information between the varied styles of investors in the Kuwait Boursa.
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