Momentum and reversal : the role of short selling
Year of publication: |
2019
|
---|---|
Authors: | Zhu, Zhaobo ; Duan, Xinrui ; Sun, Licheng ; Tu, Jun |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 104.2019, p. 95-110
|
Subject: | Momentum | Reversal | Short selling | Short-sale constraints | Leerverkauf | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Finanzmarktregulierung | Financial market regulation | Wertpapierhandel | Securities trading |
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