Hahn, Sang Buhm; Kwon, Sehoon; Rhee, Yeongseop - In: East Asian Economic Review (EAER) 27 (2023) 2, pp. 145-176
This paper investigates short selling behavior, particularly by foreign investors, during event days of non-normal times on an intraday basis in the Korean stock market around the global financial crisis. Although, in the several subsamples, we cannot exclude the predatory short-selling...