Impact of Regulated Short Sale: Study on Malaysia Stocks' Liquidity and Volatility

Short sale has been mostly associated with decrease in the equity market's volatility, and increase in the equity market's liquidity, this paper examines the volatility and the liquidity of the 55 stocks that are eligible for regulated short sale (RSS) before and after the reintroduction o...

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Bibliographic Details
Main Authors: Hussin, SAS (Author), Mohd, MA (Author), Nawawi, AHB (Author), Shaari, MNHM (Author)
Format: Article
Language:English
Published: 2015
Subjects:
RSS
Online Access:View Fulltext in Publisher