Futures mispricing, order imbalance, and short-selling constraints
Year of publication: |
2013
|
---|---|
Authors: | Lin, Emily ; Lee, Cheng F. ; Wang, Kehluh |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 25.2013, p. 408-423
|
Subject: | Short sales | Security lending sales | Mispricing | Arbitrage | Probability of informed trading (PIN) | Order imbalance | Wertpapierhandel | Securities trading | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Leerverkauf | Short selling | Handelsvolumen der Börse | Trading volume |
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