Common short selling and excess comovement : evidence from a sample of LSE stocks
Year of publication: |
2023
|
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Authors: | Geraci, Marco Valerio ; Gnabo, Jean-Yves ; Veredas, David |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 65.2023, p. 1-20
|
Subject: | Short selling | Comovement | Hedge funds | Leerverkauf | Hedgefonds | Hedge fund | Finanzmarktregulierung | Financial market regulation | Aktienmarkt | Stock market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
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