Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
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DOI: 10.1016/j.jempfin.2014.05.005
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Cited by:
- Shi, Yanlin & Liu, Wai-Man & Ho, Kin-Yip, 2016. "Public news arrival and the idiosyncratic volatility puzzle," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 159-172.
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More about this item
Keywords
Idiosyncratic volatility; Short-sale constraints; IPO lockup; Option introduction; Short-sale ban;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
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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