Investor heterogeneity and asymmetric volatility under short-sale constraints : evidence from Korean fund market
Year of publication: |
2015
|
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Authors: | Pando Sohn ; Seo, Ji-yong |
Published in: |
Estudios de economía. - Santiago : [Verlag nicht ermittelbar], ISSN 0718-5286, ZDB-ID 2162059-3. - Vol. 42.2015, 1, p. 21-51
|
Subject: | Heterogeneity | asymmetric volatility | return skewness | short sale | turnover | Volatilität | Volatility | Südkorea | South Korea | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Leerverkauf | Short selling | ARCH-Modell | ARCH model |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in span. Sprache Parallelt.: Heterogeneidad de inversionistas y volatilidad asimétrica bajo restricciones de ventas cortas : evidencia de los mercados de fondos de Corea |
Other identifiers: | hdl:10419/146728 [Handle] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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