703 LG-bldg, Business School,
Seoul National Univ., 1 Kwanak-Ro, Kwanak-Gu
Seoul , 151-916
Seoul National University Business School
in Total Papers Downloads
in Total Papers Citations
Commonality, Liquidity, International markets
Short-sales, short-sellers, contrarian, Nasdaq, Reg SHO
Short-sales, SEC, Regulation, Market Quality, NYSE, Nasdaq
asset pricing, international finance, liquidity-adjusted capital asset pricing model, liquidity, liquidity risk, commonality in liquidity, market integration, market segmentation, mildly-segmented market, zero return, emerging market, developed market
Information, Volume, Volume-return relation, Information asymmetry, International finance, International markets
liquidity, liquidity-adjusted capital asset pricing model, liquidity measure, principal component analysis
short-selling, foreign investor, emerging market, Korea stock exchange
sovereign bond; credit rating; liquidity; emerging market; developed market; international financial market
Short selling; short cover; day trading; individual investor; emerging market; Korean stock market
short-selling; foreign investor; emerging market; Korean stock market
Short-selling; short cover; individual investor; emerging market; Korean stock market
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