Elucidating directed statistical dependencies : investigating global financial market indices' influence on korean short selling activities
Insu Choi, Myounggu Lee, Hyejin Kim, Woo Chang Kim
| Year of publication: |
2023
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|---|---|
| Authors: | Choi, Insu ; Lee, Myounggu ; Kim, Hyejin ; Kim, Woo Chang |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-20
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| Subject: | Directed Statistical Dependency | Granger causality | Korean stock market | Short-selling | Transfer entropy | Südkorea | South Korea | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Entropie | Entropy | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Statistische Methode | Statistical method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463192