Average rating
Cast your vote
You can rate an item by clicking the amount of stars they wish to award to this item.
When enough users have cast their vote on this item, the average rating will also be shown.
Star rating
Your vote was cast
Thank you for your feedback
Thank you for your feedback
Author
Dang, HailyDate Published
2021
Metadata
Show full item recordAbstract
Using monthly data instead of daily data, I investigate the dynamic relationship between the short selling activity, market return, illiquidity and volatility of the NASDAQ 100 from February 2000 to December 2020. The findings suggest that high level of short selling can lower illiquidity and volatility. This relationship weakens during the financial crisis of 2008. The finding also suggests that the idea that short selling destabilizes the market is unfounded.The following license files are associated with this item:
- Creative Commons