Arne Christian Klein

University of Muenster

Schlossplatz 2

Muenster, D-48149

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

578

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis

Journal of Financial Stability, Forthcoming
Number of pages: 33 Posted: 05 Sep 2011 Last Revised: 01 Dec 2012
Martin T. Bohl, Arne Christian Klein and Pierre L. Siklos
University of Muenster, University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 201 (208,287)

Abstract:

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Short Selling Ban, Short Sales, Feedback Trading, Financial Crisis

2.

Short Sale Constraints and the Likelihood of Crashes and Bubbles

Number of pages: 20 Posted: 22 Oct 2011 Last Revised: 01 Mar 2012
Arne Christian Klein and Martin T. Bohl
University of Muenster and University of Muenster
Downloads 194 (215,020)

Abstract:

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Short Selling Ban, Crashes, Bubbles, Kurtosis, Markov Switching GARCH

3.

Time-Variations in Herding Behavior: Evidence from a Markov Switching SUR Model

Number of pages: 23 Posted: 07 Feb 2012 Last Revised: 05 Jul 2012
Arne Christian Klein
University of Muenster
Downloads 183 (226,294)
Citation 1

Abstract:

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Herding, Asset Pricing, Financial Crisis, Markov Switching Seemingly Unrelated Regressions