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Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak
In this paper, we investigate the effects of margin purchases and short sales on the return volatility in the Chinese stock market during the COVID-19 outbreak. We present two main findings. First, we show that stocks with higher level of margin-trading activity exhibit higher return volatility. The...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994448/ https://www.ncbi.nlm.nih.gov/pubmed/35431673 http://dx.doi.org/10.1016/j.frl.2021.102351 |