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Short selling and intraday volatility: evidence from the Chinese market

Yongjie Zhang1, Keming Liu2, Dehua Shen1

  • 1College of Management and Economics, Tianjin University, 300072 Tianjin, People's Republic of China ; China Center for Social Computing and Analytics, Tianjin University, 300072 Tianjin, People's Republic of China.

Springerplus
|December 25, 2015
PubMed

Keywords:
Chinese stock marketIntraday volatilityRelative rankingShort selling

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