Margin-trading volatility and stock price crash risk
Dayong Lv, Wenfeng Wu
| Year of publication: |
2019
|
|---|---|
| Authors: | Lv, Dayong ; Wu, Wenfeng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 56.2019, p. 179-196
|
| Subject: | Arbitrage risk | Crash risk | Information content | Margin trading | Overpricing | Börsenkurs | Share price | Risiko | Risk | Volatilität | Volatility | Finanzkrise | Financial crisis | Arbitrage | Kapitaleinkommen | Capital income | Theorie | Theory | Informationswert | Information value | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169576