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...
Zapisane w:
| Wydane w: | Estudios de Economía |
|---|---|
| Główni autorzy: | , |
| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Universidad de Chile
2015
|
| Hasła przedmiotowe: | |
| Dostęp online: | https://www.redalyc.org/articulo.oa?id=22139317002 |
| Etykiety: |
Nie ma etykietki, Dołącz pierwszą etykiete!
|