Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market
We analyze the asymmetric behavior of fund managers with short-selling constraints under different market conditions to confirm the hypothesis of difference of opinion of fund managers and also investigate determinants in difference of opinions in fund market. This paper examines two issues: whether...
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| Autores principales: | , |
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| Lenguaje: | English |
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Universidad de Chile. Departamento de Economía
2015
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862015000100002 |
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