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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...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2015
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4688298/ https://www.ncbi.nlm.nih.gov/pubmed/26702386 http://dx.doi.org/10.1186/s40064-015-1591-5 |