Short sales constraints and return volatility: Evidence from the Chinese A and H share markets

Review of Pacific Basin Financial Markets and Policies

Volumn 10, Issue 4, 2007, Pages 469-478

  Gu, Anthony Yanxiang ^a   Yang, Chauchen ^b  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Constraints; Short selling; Volatility

Indexed keywords

FINANCIAL MARKET; PRICE DYNAMICS; STOCK MARKET;

ASIA; CHINA; EURASIA; FAR EAST; HONG KONG;

MATTHIOLA INCANA;

EID: 37249010518     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S021909150700115X     Document Type: Article

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