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Margin trading and stock idiosyncratic volatility : evidence from the Chinese stock market

Gui, Pingshu; Zhu, Yifeng - In: International review of economics & finance : IREF 71 (2021), pp. 484-496

Persistent link: https://www.econbiz.de/10012627803

Investor attention and short-term return reversals

Heyman, Dries; Lescrauwaet, Michiel; Stieperaere, Hannes - In: Finance research letters 29 (2019), pp. 1-6

Persistent link: https://www.econbiz.de/10012417526

Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks

Herberger, Tim; Horn, Matthias; Oehler, Andreas - In: Financial markets and portfolio management 34 (2020) 2, pp. 179-197

Persistent link: https://www.econbiz.de/10012289620

YOLO trading : riding with the herd during the GameStop episode

Lyócsa, Štefan; Baumöhl, Eduard; Výrost, Tomáš - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013341485

Can shorting leveraged exchange-traded fund pairs be a profitable trade?

Tsalikis, George; Papadopoulos, Simeon - In: The journal of investment strategies 8 (2019) 2, pp. 69-88

Persistent link: https://www.econbiz.de/10012140132

The effect of short selling on volatility and jumps

Ho, Glenn Kit Foong; Sirimon Treepongkaruna; Wee, Marvin; … - In: Australian journal of management 47 (2022) 1, pp. 34-52

Persistent link: https://www.econbiz.de/10012801592

Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe

Bernal, Oscar; Herinckx, Astrid; Szafarz, Ariane - In: International Review of Law and Economics 37 (2014) C, pp. 244-256

Exploiting cross-sectional and time-series variations in European regulations during the July 2008–June 2009 period, we show that: (1) prohibition on covered short selling raises bid-ask spread and reduces trading volume, (2) prohibition on naked short selling raises both volatility and...

Persistent link: https://www.econbiz.de/10010752945

Short selling constraints and stock returns volatility : empirical evidence from the German stock market

Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166

Persistent link: https://www.econbiz.de/10011647079

A contemporary enquiry into the intraday causality between short selling trades and volatility

Baklaci, Hasan F.; Süer, Ömür; Yelkenci, Tezer - In: The empirical economics letters : a monthly … 15 (2016) 1, pp. 83-90

Persistent link: https://www.econbiz.de/10011580304

R2 and idiosyncratic volatility : which captures the firm-specific return variation?

Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea - In: Economic modelling 55 (2016), pp. 298-304

Persistent link: https://www.econbiz.de/10011642527