A study of synchronous and bucket trading behavior of institutional investors

The synchronous or contrarian trading behavior was made differently because the stock market´s investment strategies for institutional investors who may have the same or different anticipation for the future. The purpose of this study is to explore whether the institutional investors were easy to make the synchronous or contrarian trading behavior for the specific periods. There are important empirical findings for the institutional investors. The results imply the institutional investors trading behavior is not consistent in the different period, especially after the crucial crisis happened, at the ending of the year and in the extreme down period of bull market.