The effect of short selling on volatility and jumps
Glenn Kit Foong Ho, Sirimon Treepongkaruna, Marvin Wee, Chaiyuth Padungsaksawasdi
| Year of publication: |
2022
|
|---|---|
| Authors: | Ho, Glenn Kit Foong ; Sirimon Treepongkaruna ; Wee, Marvin ; Chaiyuth Padungsaksawasdi |
| Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 47.2022, 1, p. 34-52
|
| Subject: | Jumps | order imbalance | realized volatility | short selling | trading volume | Volatilität | Volatility | Leerverkauf | Short selling | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Finanzmarktregulierung | Financial market regulation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0312896221996416 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012801592