Naked Short Selling and Market Returns
نویسندگان
چکیده
منابع مشابه
Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market ¬リニ
Article history: Received 12 September 2014 Accepted 20 January 2015 Available online 24 January 2015 We investigate the daily short-selling by foreign investors and their impact on stock price, liquidity, and volatility in the Korean stock market. From January 1, 2006, to May 31, 2010, we find that the majority of short-selling is performed by foreign, rather than by domestic, investors and th...
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ژورنال
عنوان ژورنال: The Journal of Portfolio Management
سال: 2012
ISSN: 0095-4918
DOI: 10.3905/jpm.2012.2012.1.022