Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market
This paper investigates two issues: whether there is heterogeneity for fund managers as investors and whether there is asymmetric volatility under short-sale constraints. If so, what are the driving factors in the Korean fund market? Fund return data from 2002 to 2008 are used to determine these fac...
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| Publicat a: | Estudios de Economía |
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| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Universidad de Chile
2015
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=22139317002 |
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