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Can short-sellers predict returns? : Daily evidence

Diether, Karl B. (contributor); Lee, Kuan-Hui (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002999426

Liquidity risk and asset pricing

Lee, Kuan-Hui - 2006

Persistent link: https://www.econbiz.de/10003972417

It's SHO time! : Short-sale price tests and market quality

Diether, Karl (contributor); Lee, Kuan-Hui (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003340393

Short-sale strategies and return predictability

Diether, Karl B.; Lee, Kuan-Hui; Werner, Ingrid M. - In: The review of financial studies 22 (2009) 2, pp. 575-607

Persistent link: https://www.econbiz.de/10003816644

It's SHO time! : short-sale price tests and market quality

Diether, Karl B.; Lee, Kuan-Hui; Werner, Ingrid M. - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 37-73

Persistent link: https://www.econbiz.de/10003853066

U.S. Monetary Policy Transmission and Liquidity Risk Premia Around the World

Karolyi, George Andrew - 2019

We uncover a link between U.S. monetary policy and liquidity risk premia in stock markets around the world. Liquidity risk premia vary considerably over time and strongly co-move across countries. They are significantly lower when U.S. monetary policy tightens. A positive shock to the Federal...

Persistent link: https://www.econbiz.de/10012869570