A dynamic panel analysis of HKEx shorting ban's impact on the relationship between disagreement and future returns
Year of publication: |
May 2016
|
---|---|
Authors: | Zhang, Yan ; Ikeda, Shin S. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 10-16
|
Subject: | Heterogeneous beliefs | Post earnings announcement returns | Short sale ban | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Leerverkauf | Short selling | Schätzung | Estimation | Volatilität | Volatility |
-
Put-call parity violations and return predictability : evidence from the 2008 short sale ban
Nishiotis, George P., (2019)
-
Short selling in extreme events
Geraci, Marco Valerio, (2018)
-
Savor, Pavel, (2006)
- More ...
-
Ikeda, Shin S., (2012)
-
Zhang, Yan, (2017)
-
Ikeda, Shin S., (2012)
- More ...