Showing 1 - 10 of 119
Persistent link: https://www.econbiz.de/10012632526
Persistent link: https://www.econbiz.de/10012939841
Persistent link: https://www.econbiz.de/10014340523
Persistent link: https://www.econbiz.de/10015145202
Purpose: Exploiting an exogenous regulatory shock and a novel measure of asset redeployability, we explore the effect of independent directors on asset redeployability. In particular, we employ an innovative measure of asset redeployability recently developed by Kim and Kung (2017). This novel...
Persistent link: https://www.econbiz.de/10013212076
Persistent link: https://www.econbiz.de/10012807857
Purpose: This paper examines whether short sellers aggravate volatility in the Australian stock market by using five different realized volatility (RV) measures during a more stable period. Design/methodology/approach: The authors develop a measure to capture the abnormal level of short selling...
Persistent link: https://www.econbiz.de/10012641540
Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...
Persistent link: https://www.econbiz.de/10012038696
Persistent link: https://www.econbiz.de/10012801592
Persistent link: https://www.econbiz.de/10014507140