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The Volume Return Relationship Under Asymmetry of Info and Short Sales Prohibitions
Language: en
Pages: 52
Authors: Pongsak Hoontrakul
Categories:
Type: BOOK - Published: 2002 - Publisher:

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This study examines the behaviour of stock prices in the presence of asymmetric information, when market participants are prohibited from short selling. We mode
The Impact of Short Selling on the Price-Volume Relationship
Language: en
Pages: 38
Authors: Michael D. McKenzie
Categories:
Type: BOOK - Published: 2007 - Publisher:

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This paper considers the relationship between traded volume and volatility. We employ short sales data to discriminate between transactions that close existing
The World of Cross-listings and Cross-listings of the World
Language: en
Pages: 286
Authors: Christopher C. Géczy
Categories: Capital market
Type: BOOK - Published: 2004 - Publisher:

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Asymmetric Information, Turnover Anomaly, No Trade and the Short Sale Constraint
Language: en
Pages:
Authors: Pongsak Rubinstein Hoontrakul (Mark)
Categories:
Type: BOOK - Published: 1997 - Publisher:

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This dissertation theoretically considers an observed turnover anomaly (in the Thailand stock market) and attributes the findings to a combination of informed t
Do Investors Trade More when Stocks Have Performed Well?
Language: en
Pages: 262
Authors: Jean Helwege
Categories: Consolidation and merger of corporations
Type: BOOK - Published: 2005 - Publisher:

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