Similar Search Results

The Announcement and Implementation Reaction to China’s Margin Trading and Short Selling Pilot Programme

Sharif, Saqib - 2019

We examine the impact of China's 2010 margin trading and short selling pilot programme on stock returns and trading volume. The market reacts negatively to both the programme announcement and implementation, with significantly lower returns and trading volumes in the pilot stocks. The negative...

Persistent link: https://www.econbiz.de/10012905608

Against the tide : the commencement of short selling and margin trading in mainland China

Sharif, Saqip; Anderson, Hamish D.; Marshall, Ben R. - In: Accounting and finance : journal of the Accounting … 54 (2014) 4, pp. 1319-1355

Persistent link: https://www.econbiz.de/10010472936

Stock market liquidity and trading activity : is China different?

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: International review of financial analysis 56 (2018), pp. 32-51

Persistent link: https://www.econbiz.de/10012006210

From cents to half-cents and its liquidity impact

Anderson, Hamish D.; Peng, Yuan - In: Pacific accounting review 26 (2014) 3, pp. 160-176

Persistent link: https://www.econbiz.de/10010469080

Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand

Anderson, Hamish D.; Rose, Lawrence Craig; Cahan, Steven F. - In: Pacific-Basin finance journal 14 (2006) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10003365504

Liquidity measurement in frontier markets

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of international financial markets, … 27 (2013), pp. 1-12

Persistent link: https://www.econbiz.de/10010411756

ETF arbitrage : intraday evidence

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 9, pp. 3486-3498

Persistent link: https://www.econbiz.de/10010126380

Can commodity futures be profitably traded with quantitative market timing strategies?

Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of banking & finance 32 (2008) 9, pp. 1810-1819

Persistent link: https://www.econbiz.de/10003774765

Are candlestick technical trading strategies profitable in the Japanese equity market?

Marshall, Ben R.; Young, Martin R.; Cahan, Rochester H. - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 191-207

Persistent link: https://www.econbiz.de/10003727922

Transaction costs in an illiquid order-driven market

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Accounting and finance : journal of the Accounting … 56 (2016) 4, pp. 917-933

Persistent link: https://www.econbiz.de/10011660347