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Table 3 Changes in RRS around effective addition events based on capitalization

From: Short selling and intraday volatility: evidence from the Chinese market

 

Pre-event

Post-event

t test

Sma-RRSV

0.6918

0.5998

14.4214***

Mid-RRSV

0.5303

0.5294

0.2332

Max-RRSV

0.3701

0.3599

2.3576**

  1. ** Significance at the 5 % level
  2. *** Significance at the 1 % level
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