Does short sale restriction lower price efficiency when substitutes exist? : evidence from the Korean market
Year of publication: |
September 2017
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Authors: | Lee, Soonhee |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 158.2017, p. 77-79
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Subject: | Short sale restriction | Price efficiency | Derivatives products | VECM | Theorie | Theory | Südkorea | South Korea | Derivat | Derivative | Leerverkauf | Short selling | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
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