The dynamic relation between options trading, short selling, and aggregate stock returns
Year of publication: |
October 2016
|
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Authors: | DeLisle, R. Jared ; Lee, Bong-soo ; Mauck, Nathan |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 3, p. 645-671
|
Subject: | Short selling | Options market | Informed traders | Time series analysis | Leerverkauf | Zeitreihenanalyse | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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