Short selling and firms' long-term stock return volatility : evidence from Chinese concept stocks in Hong Kong
Xiaoqi Yang, Gianluca Vagnani, Yan Dong, Xu Ji
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Xiaoqi ; Vagnani, Gianluca ; Dong, Yan ; Ji, Xu |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 70.2024, Art.-No. 106339, p. 1-9
|
| Subject: | Corporate governance | GARCH-MIDAS model | Long-term stock return volatility | Noise trading | Short selling | Volatilität | Volatility | Hongkong | Hong Kong | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Leerverkauf | Noise Trading | China | Corporate Governance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106339 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195110