Shorting at close range : a tale of two types
Year of publication: |
September 2016
|
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Authors: | Comerton-Forde, Carole ; Jones, Charles M. ; Putniņš, Tālis J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 121.2016, 3, p. 546-568
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Subject: | Short selling | Information content | Market quality | High-frequency trading | Leerverkauf | Informationswert | Information value | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Volatilität | Volatility | Finanzmarktregulierung | Financial market regulation | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
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