Short selling in extreme events
Year of publication: |
2018
|
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Authors: | Geraci, Marco Valerio ; Garbaravičius, Tomas ; Veredas, David |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 39.2018, p. 90-103
|
Subject: | Short selling | Tail correlation | Leerverkauf | Finanzmarktregulierung | Financial market regulation | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Ausreißer | Outliers | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income |
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