The impact of short selling on market efficiency
An analysis of short selling in Brazil
(Sprache: Englisch)
This book studies how short-sale constraints affect price efficiency in Brazilian stocks. The study uses a data set with all equity loan deals done in Brazil between January 2009 and July 2011. The main findings are the mapping of efficiency stock...
Leider schon ausverkauft
versandkostenfrei
Buch
35.90 €
17 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
Produktdetails
Produktinformationen zu „The impact of short selling on market efficiency “
Klappentext zu „The impact of short selling on market efficiency “
This book studies how short-sale constraints affect price efficiency in Brazilian stocks. The study uses a data set with all equity loan deals done in Brazil between January 2009 and July 2011. The main findings are the mapping of efficiency stock characteristics (i.e. stocks with more liquidity, larger size and greater book-to-market); an evidence of efficiency risk premium paid for investors that keep price-inefficient stocks in their portfolio; a positive relation between short selling and price efficiency and the event study of tax arbitrage, where it's possible to check that price inefficiency is positively related to short selling during the payment of interest on net equity.
Bibliographische Angaben
- Autor: Daniel Dantas de Castro
- 2017, 56 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: Novas Edicioes Academicas
- ISBN-10: 3330767006
- ISBN-13: 9783330767003
Sprache:
Englisch
Kommentar zu "The impact of short selling on market efficiency"
0 Gebrauchte Artikel zu „The impact of short selling on market efficiency“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "The impact of short selling on market efficiency".
Kommentar verfassen