Asymmetric effect of margin-trading activities on price crashes : evidence from Chinese stock market
Dayong Lv and Qingsong Ruan
| Year of publication: |
2018
|
|---|---|
| Authors: | Lv, Dayong ; Ruan, Qingsong |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 13, p. 900-904
|
| Subject: | asymmetric effect | Margin trading | negative coefficient of skewness | price crashes | China | Börsenkurs | Share price | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1380285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012131120