Bullish/bearish/neutral strategies under short sale restrictions
Year of publication: |
October 2016
|
---|---|
Authors: | Bae, Kwangil ; Kang, Jangkoo ; Lee, Soonhee |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 71.2016, p. 227-239
|
Subject: | Short sale | Directional trading | Efficiency | Skewness |
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