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Do Short Selling Restrictions Destabilize Stock Returns? Lessons from Taiwan
Bohl, Martin T. - 2011
Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …
Persistent link: https://www.econbiz.de/10013125910
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Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
Bohl, Martin T. - 2011
Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …
Persistent link: https://www.econbiz.de/10013126007
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Do institutional investors destabilize stock prices? : Evidence from an emerging market
Bohl, Martin T. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002742394
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Do institutional investors destabilize stock prices? : Emerging market's evidence against a popular belief
Bohl, Martin T.; Brzeszczyński, Janusz - 2004
Persistent link: https://www.econbiz.de/10002011730
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Do institutional investors destabilize stock prices? Evidence from an emerging market
Bohl, Martin T.; Brzeszczyński, Janusz - In: Journal of international financial markets, … 16 (2006) 4, pp. 370-383
Persistent link: https://www.econbiz.de/10003371900
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Momentum Profits, Market Cycles, and Rebounds : Evidence from Germany
Bohl, Martin T. - 2016
Recent evidence shows that U.S. price momentum strategies suffer tremendous losses in times of highly volatile market recoveries. We extend the existing literature by analyzing the performance of both price and earnings momentum portfolios across different market states. For our German sample,...
Persistent link: https://www.econbiz.de/10013007043
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Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures
Bohl, Martin T. - 2018
the conditional volatility of eight heavily traded Chinese futures contracts. Additionally, VAR models in conjunction with …-lag relationship between speculative activity and returns volatility. For most of the commodities, we find a positive influence of the … speculation ratio on conditional volatility. The results relying on the hedging ratio are inconclusive …
Persistent link: https://www.econbiz.de/10012929811
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Real-Time Forecasting and Political Stock Market Anomalies : Evidence for the U.S
Bohl, Martin T. - 2016
Persistent link: https://www.econbiz.de/10012991175
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Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
A large part of the current debate on US stock price behavior concentrates on the question of whether stock prices are driven by fundamentals or by non-fundamental factors. In this paper we put forward the hypothesis that a present value model with time-varying expected returns provides an...
Persistent link: https://www.econbiz.de/10010503717
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Stock Return Seasonalities and Investor Structure : Evidence from China's B-Share Markets
Bohl, Martin T. - 2009
This paper investigates whether seasonalities in daily stock returns are related to the trading behavior of individual and institutional investors. The change in the investor structure of B-share markets in Shanghai and Shenzhen after the abolition of ownership restrictions in 2001 provides a...
Persistent link: https://www.econbiz.de/10013155217