Search Results - subject:"Short-selling constraints"

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Solving heterogeneous-belief asset pricing models with short-selling constraints and many agents

Hatcher, Michael - In: Macroeconomic dynamics 28 (2024) 8, pp. 1715-1738

Persistent link: https://www.econbiz.de/10015154399

Idiosyncratic volatility and stock price crash risk : evidence from china

Cao, Jiahui; Wen, Fenghua; Zhang, Yue; Yin, Zhujia; … - In: Finance research letters 44 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014495033

Does short-selling affect mutual fund shareholdings? : evidence from China

Liu, Xufeng; Wan, Die - In: Accounting and finance 62 (2022), pp. 1887-1923

Persistent link: https://www.econbiz.de/10013188016

Crash risk in individual stocks

Pederzoli, Paola - 2018

This paper implements a novel model-free methodology to measure skewness risk premia in individual stocks. The methodology takes the form of a trading strategy, a skewness swap. The return on the strategy shows a significant positive skewness risk premium in individual stocks. The risk premium...

Persistent link: https://www.econbiz.de/10011899675

Towards a general theory of the stock market

Fender, John - 2016

shares are held exclusively by 'irrational' agents and rational agents cannot exploit the overvaluation because of short-selling … constraints. It is also argued that heterogeneous rational expectations may help explain some features of stock market behaviour. …

Persistent link: https://www.econbiz.de/10012058889

Towards a general theory of the stock market

Fender, John - 2016

Persistent link: https://www.econbiz.de/10012010417

Does corporate social responsibility play a moderating role in trading silence prior to bad news earnings announcements?

Chakraborty, Atreya; Gao, Lucia Silva; Kim, Sangwan; … - In: The journal of corporate accounting & finance 34 (2023) 3, pp. 282-301

Persistent link: https://www.econbiz.de/10014336520

Deregulation of short-selling constraints and cost of bank loans : evidence from a quasi-natural experiment

Chen, Shenglan; Chou, Robin K.; Liu, Xiaoling; Wu, Yuhui - In: Pacific-Basin finance journal 64 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012493972

Optimal investment of DC pension plan under short-selling constraints and portfolio insurance

Dong, Yinghui; Zheng, Harry - In: Insurance / Mathematics & economics 85 (2019), pp. 47-59

Persistent link: https://www.econbiz.de/10011990613

Accrual components and stock trading costs

Lei, Qianhua - In: China Journal of Accounting Research 6 (2013) 4, pp. 287-300

greater influence on stock trading costs than positive accruals because of short-selling constraints in the Chinese stock … negative, thus leading to an asymmetric effect on trading costs between positive and negative accruals in the face of short-selling … constraints in the Chinese stock market. …

Persistent link: https://www.econbiz.de/10011936965

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