The effect of short-sale restrictions on the information transmission of extended index futures trading
Janchung Wang, Shih-Kuo Yeh, Bo-Ting Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Janchung ; Yeh, Shih-kuo ; Wang, Bo-Ting |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-7
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| Subject: | Short-sale ban | Pre-open extended session | Overnight spot index return | Threshold GARCH(1,1) model | Index-Futures | Index futures | ARCH-Modell | ARCH model | Leerverkauf | Short selling | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101166 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012654869