Short selling, divergence of opinion and volatility in the corporate bond market

DOI10.1016/J.JEDC.2022.104592zbMath1518.91257MaRDI QIDQ6164817

Huu Nhan Duong, Petko S. Kalev, Xiao Tian

Publication date: 4 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

volatilityshort sellingcorporate bond marketdifference of opinion

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Momentum and reversal: the role of short selling
• Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment
• Continuous Auctions and Insider Trading
• Effects of Spot Market Short-Sale Constraints on Index Futures Trading

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