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...
Na minha lista:
| Publicado no: | Estudios de Economía |
|---|---|
| Principais autores: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidad de Chile
2015
|
| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=22139317002 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|