The impact of short selling on stock prices, volatility, and liquidity: evidence from the Malaysian Intraday Short Selling (IDSS) framework of 2018

The impact of short selling on stock prices, volatility, and liquidity: evidence from the Malaysian Intraday Short Selling (IDSS) framework of 2018

This paper examines the impacts of the intraday short selling (IDSS) framework on stock prices, volatility, and liquidity, by taking advantage of the unique settings of IDSS that requires the short positions to be closed on the same day before market closing. The paper supports the overvaluation hyp...

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Bibliographic Details
Main Author: Yau, Sue Meng
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Online Access:https://eprints.nottingham.ac.uk/57204/

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