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Margin Trading and Stock Idiosyncratic Volatility : Evidence from the Chinese Stock Market

Gui, Pingshu - 2020

In this paper, we find that the idiosyncratic volatility (IV) effect on expected returns exists and cannot be explained by other variables in the Chinese stock market. The Chinese stock market launched margin trading in March 2010. We therefore study the margin trading target and non-margin...

Persistent link: https://www.econbiz.de/10012851324