Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market
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More about this item
Keywords
Asymmetric behavior; short-sale constraints; asset-allocating strategies; overvaluation effect.;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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