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Short Sales Constraints and Momentum in Stock Returns
Language: en
Pages: 48
Authors: Ashiq Ali
Categories:
Type: BOOK - Published: 2006 - Publisher:

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We show that stock characteristics identified by D'Avolio (2002) provide a reliable index of the mostly unobservable short sales constraints. Specifically, we f
Short Selling: Discussion of Short Sales Constraints and Momentum in Stock Returns
Language: en
Pages: 26
Authors: Stephen H. Thomas
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Short Sale Constraints and Stock Returns
Language: en
Pages: 55
Authors: Charles M. Jones
Categories:
Type: BOOK - Published: 2010 - Publisher:

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Stocks can be overpriced when short sale constraints bind. We study the costs of short selling equities, 1926-1933, using the publicly observable market for bor
Short-Sales Constraints and Stock Return Asymmetry
Language: en
Pages:
Authors: C. James Hueng
Categories:
Type: BOOK - Published: 2006 - Publisher:

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The difficulty of short-selling stocks in the Chinese markets conforms to the assumption of the quot;Differences-of-Opinionquot; theory and therefore, provides
Short Selling Activities and Convertible Bond Arbitrage
Language: en
Pages: 269
Authors: Sebastian P. Werner
Categories: Business & Economics
Type: BOOK - Published: 2010-12-01 - Publisher: Springer Science & Business Media

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Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short positio