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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...

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Detalles Bibliográficos
Autores principales: Zhang, Yongjie, Liu, Keming, Shen, Dehua, Zhang, Wei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2015
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