A closer insight into the causality between short selling trades and volatility

Author:

Baklaci Hasan F.,Suer Omur,Yelkenci Tezer

Publisher

Elsevier BV

Subject

Finance

Reference26 articles.

1. Stock returns and volatility: pricing the short-run and long-run components of market risk;Adrian;J. Finance,2008

2. The cross-section of volatility and expected returns;Ang;J. Finance,2006

3. Short-selling bans around the world: evidence from the 2007–09 crisis;Beber;Tinbergen Institute Discussion Paper,2010

4. Which shorts are informed?;Boehmer;The J. Finance,2008

5. Short selling and the price discovery process;Boehmer;The Rev. Finan. Studies,2013

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