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Keywords: Foreign ownership
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2020) 28 (2): 63–76.
Published: 27 July 2020
... in a firm. We hypothesize that short sellers shorting a stock with a high level of foreign ownership are more likely to predict stock price crash. Although we do not have direct evidence of a “tipping” behavior link, our empirical evidence result leans toward the tipping trade. We obtain data on daily...
