Aggregate short selling, commonality, and stock market returns
Year of publication: |
2014
|
---|---|
Authors: | Lynch, Andrew ; Nikolic, Biljana ; Yan, Xuemin Sterling ; Yu, Han |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 17.2014, p. 199-229
|
Subject: | Aggregate Short Selling | Market return | Commonality | Kapitaleinkommen | Capital income | Leerverkauf | Short selling | Aktienmarkt | Stock market | Börsenkurs | Share price |
-
Short selling: discussion of short sales constraints and momentum in stock returns
Thomas, Stephen H., (2006)
-
Savor, Pavel, (2006)
-
Failures to deliver, short sale constraints, and stock overvaluation
Autore, Don M., (2015)
- More ...
-
Aggregate short selling, commonality, and stock market returns
Lynch, Andrew, (2014)
-
Institutions and the turn-of-the-year effect : evidence from actual institutional trades
Lynch, Andrew, (2014)
-
Aggregate Short Selling, Commonality, and Stock Market Returns
Lynch, Andrew A, (2014)
- More ...