Shorting costs and profitability of long–short strategies
Author:
Affiliation:
1. Korea University Business School Seoul Korea
2. Sehan University Yeongam Korea
3. Samsung Economic Research Institute Seoul Korea
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/acfi.12953
Reference56 articles.
1. Anomalies and financial distress
2. An Empirical Evaluation of Accounting Income Numbers
3. In short supply: Short-sellers and stock returns
4. Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
5. Short-Sale Constraints, Differences of Opinion, and Overvaluation
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