Short-sale constraints and the idiosyncratic volatility puzzle : an event study approach
Year of publication: |
2014
|
---|---|
Authors: | Jiang, Danling ; Peterson, David R. ; Doran, James S. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 36-59
|
Subject: | Idiosyncratic volatility | Short-sale constraints | IPO lockup | Option introduction | Short-sale ban | Volatilität | Volatility | Leerverkauf | Short selling | Börsengang | Initial public offering | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Ereignisstudie | Event study |
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