High short interest effect and aggregate volatility risk
Year of publication: |
2014
|
---|---|
Authors: | Barinov, Alexander ; Wu, Juan |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 21.2014, C, p. 98-122
|
Publisher: |
Elsevier |
Subject: | Aggregate volatility risk | Short interest | Uncertainty | Mispricing |
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