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Short selling and intraday volatility: evidence from the Chinese market

The implementation of margin trading and securities lending mechanism offers us a unique circumstance to analyze the impact of short selling regulations in China. We define the addition events as the stocks are included to the designated securities list and therefore can be sold short. By focusing o...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Veröffentlicht in:Springerplus
Hauptverfasser: Zhang, Yongjie, Liu, Keming, Shen, Dehua, Zhang, Wei
Format: Artigo
Sprache:Inglês
Veröffentlicht: Springer International Publishing 2015
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4688298/
https://ncbi.nlm.nih.gov/pubmed/26702386
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s40064-015-1591-5
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