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Short selling, margin buying and stock return in China market

  • Published:2016-09-13 Issue:2 Volume:58 Page:477-501
  • ISSN:0810-5391
  • Container-title:Accounting & Finance
  • language:en
  • Short-container-title:Account Finance

Author:

Li Rui1,Li Nan1,Li Jiahui2,Wu Chongfeng1

Affiliation:

1. Antai College of Economics and Management; Shanghai Jiao Tong University; Shanghai China

2. College of Management and Economics; Tianjin University; Tianjin China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Reference35 articles.

1. Two monetary tools: interest rates and haircuts;Ashcraft;NBER Macroeconomics Annual,2010

2. Short interest, institutional ownership, and stock returns;Asquith;Journal of Financial Economics,2005

3. Anomalies in relationships between securities' yields and yield-surrogates;Ball;Journal of Financial Economics,1978

4. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981

5. On the role of arbitrageurs in rational markets;Basak;Journal of Financial Economics,2006

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