Stabilizing the market with short sale constraint? New evidence from price jump activities
Year of publication: |
2014
|
---|---|
Authors: | Yeh, Jin-Huei ; Chen, Lien-Chuan |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 11.2014, 3, p. 238-246
|
Publisher: |
Elsevier |
Subject: | Short sale constraint | Market stabilization | Put-call-parity | Jump intensity | Jump size | Liquidity |
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