Zhao, Zhongkuang; Li, Shuqi; Xiong, Heping - In: Economic Modelling 42 (2014) C, pp. 333-342
In the Chinese stock market, the regulatory agency lists qualified stocks on announcement date and permits investors to sell short on the effective date, a practice that allows us to directly study the impact of short sale constraints. Applying an event study to 511 additions, between February...