Asset Pricing When Traders Sell Extreme Winners and Losers
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/29/3/823/5335584/hhv060.pdf
Reference62 articles.
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4. Arif, S., A. Ben-Rephael, and C. Lee. 2015. Do short-sellers profit from mutual funds? Evidence from daily trades. Working Paper, Stanford University and Indiana University.
5. Liquidity biases in asset pricing tests☆
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