Time-varying effect of short selling on market volatility during crisis: evidence from covid-19 and war in ukraine

HIGHLIGHTS

  • who: Kwaku Boafo Baidoo from the University in Brno, Czech Republic have published the article: Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine, in the Journal: (JOURNAL)
  • what: The authors show high persistence and asymmetric effects of during the pre-covid outbreak and post-covid outbreak periods. The authors provide the results of the empirical analysis.
  • how: The analysis of short selling during the post-covid outbreak period shows that there is no significant effect on market volatility.

SUMMARY

     

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