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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
Autors principals: Pando Sohn, Ji-Yong Seo
Format: Artigo
Idioma:Inglês
Publicat: Universidad de Chile 2015
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Accés en línia:https://www.redalyc.org/articulo.oa?id=22139317002
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