Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Martin T. Bohl, Gerrit Reher, Bernd Wilfling
| Year of publication: |
November 2016
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|---|---|
| Authors: | Bohl, Martin T. ; Reher, Gerrit ; Wilfling, Bernd |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 159-166
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| Subject: | Financial market regulation | Short selling constraints | Stock returns volatility | Markov-switching GARCH models | Kapitaleinkommen | Capital income | Volatilität | Volatility | Finanzmarktregulierung | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Leerverkauf | Short selling | Börsenkurs | Share price | Deutschland | Germany | Schätzung | Estimation | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.05.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647079