Discussion of short sales constraints and momentum in stock returns

被引:7
作者
Thomas, Steve [1 ]
机构
[1] Univ Southampton, Sch Management, Southampton SO17 1BJ, Hants, England
关键词
D O I
10.1111/j.1468-5957.2006.00629.x
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:616 / 631
页数:16
相关论文
共 50 条
  • [1] Short sales are almost instantaneously bad news: Evidence from the Australian Stock Exchange
    Aitken, MJ
    Frino, A
    McCorry, MS
    Swan, PL
    [J]. JOURNAL OF FINANCE, 1998, 53 (06) : 2205 - 2223
  • [2] Arbitrage risk and the book-to-market anomaly
    Ali, A
    Hwang, LS
    Trombley, MA
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2003, 69 (02) : 355 - 373
  • [3] ALI A, 2006, J BUSINESS FINANCE A, V33
  • [4] [Anonymous], 1994, FINANC ANAL J, DOI DOI 10.2469/FAJ.V50.N1.20
  • [5] SHORT INTEREST - EXPLANATIONS AND TESTS
    BRENT, A
    MORSE, D
    STICE, EK
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1990, 25 (02) : 273 - 289
  • [6] BRIS A, 2003, NBER WORKING PAPER, V9466
  • [7] BUCKLE M, 1998, J DERIV, V6, P7
  • [8] CAO B, 2005, BEARS NUMBERS INVEST
  • [9] CHAMBERS C, 2004, TRADERS MAY, P64
  • [10] CHANCELLOR E, 2001, SHORT HIST BEAR