The effect of margin-trading and short-selling mechanism on left-tail risk : evidence from a quasi-natural experiment in China
Year of publication: |
2024
|
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Authors: | Li, Xiang ; Yuan, Xianghui ; Jin, Liwei ; Liu, Shuo ; Liu, Miao |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102253, p. 1-15
|
Subject: | Difference-in-differences method | Information asymmetry | Left-tail risk | Margin-trading and short-selling mechanism | Quasi-natural experiment | Experiment | China | Asymmetrische Information | Asymmetric information |
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