Short Sale and Index Futures Mispricing: Evidence from the Warsaw Stock Exchange
Author:
Publisher
Prague University of Economics and Business
Subject
Economics and Econometrics,Finance
Link
http://pep.vse.cz/doi/10.18267/j.pep.579.pdf
Reference36 articles.
1. The relationship between short interest and stock returns in the Canadian market
2. Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange
3. Short Interest and Stock Returns
4. Stock index futures arbitrage in emerging markets: Polish evidence
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3. Short selling restrictions and index futures pricing: Evidence from China;International Review of Economics & Finance;2019-05
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