The effect of short selling on volatility and jumps

作者: Chaiyuth Padungsaksawasdi , Sirimon Treepongkaruna , Marvin Wee , Glenn Kit Foong Ho

DOI: 10.1177/0312896221996416

关键词:

摘要: The evidence is mixed regarding the role of short sellers on stock market efficiency, with majority studies assessing selling activities during abnormal conditions. This study i...

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