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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...

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Detalhes bibliográficos
Publicado no:Springerplus
Main Authors: Zhang, Yongjie, Liu, Keming, Shen, Dehua, Zhang, Wei
Formato: Artigo
Idioma:Inglês
Publicado em: Springer International Publishing 2015
Assuntos:
Acesso em linha: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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