Margin-trading volatility and stock price crash risk
Year of publication: |
2019
|
---|---|
Authors: | Lv, Dayong ; Wu, Wenfeng |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 56.2019, p. 179-196
|
Subject: | Arbitrage risk | Crash risk | Information content | Margin trading | Overpricing | Börsenkurs | Share price | Finanzkrise | Financial crisis | Volatilität | Volatility | Arbitrage | Risiko | Risk | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
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