The effect of short selling on volatility and jumps
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 | Kapitaleinkommen | Capital income | Finanzmarktregulierung | Financial market regulation | Wertpapierhandel | Securities trading | Schätzung | Estimation |
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