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real options, mining companies, closure option, Brennan and Schwartz
Momentum portfolio, front-running, abnormal return, portfolio selection
Herding, behavioral finance, excess volatility
short selling ban, market quality
microstructure, timing specification, quotes, trades, spread components, asymmetric information
Spread components, spread decomposition, adverse selection, timing specification
Index-futures arbitrage, program trading
Short-Selling, Short Selling Ban, Market Quality, Global Financial Crisis, GFC
spread component, spread decomposition, commonality, microstructure
Speed of adjustment, price discovery, noise, intraday pattern, the jakarta stock exchange
Momentum, abnormal returns, portfolio selection, momentum portfolio
retail investor, institutional investor, bubble, anomaly, cognitive error
Realized variance, Optimal sampling, Noise, Efficient variance, Indonesia Stock Exchange
Dividend drop ratio, dividend capture, tax arbitrage, ex-dividend
speed of adjustment, bid-ask spread components, jakarta stock exchange
Speed of Adjustment, Realized Variance, Noise, Indonesia Stock Exchange
Short-selling, short selling ban, market quality
Migration of trading, Liquidity Trading, Informed Trading
Price discovery, basket securities, HOLDR, information share
Dark pools, off-exchange, fragmentation
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Short‐selling restrictions, Price support, Market quality, Short‐selling ban
mutual funds, fund characteristics, mutual fund performance