Short-sale constraints and cross-predictability : evidence from Chinese market
Year of publication: |
2022
|
---|---|
Authors: | Li, Rui ; Li, Chenchen ; Yuan, Jinjian |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 166-176
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Subject: | Chinese stock market | Gradual information diffusion | Return cross-predictability | Short sale | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Leerverkauf | Short selling |
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