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Short-sale constraints and stock returns

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Author Info
Jones, Charles M.
Lamont, Owen A.
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 66 (2002)
Issue (Month): 2-3 ()
Pages: 207-239
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Handle: RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:207-239

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers 11362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE. [Downloadable!]
  3. Paul Asquith & Parag A. Pathak & Jay R. Ritter, 2004. "Short Interest and Stock Returns," NBER Working Papers 10434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004. "Do stock price bubbles influence corporate investment?," Staff Reports 177, Federal Reserve Bank of New York. [Downloadable!]
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This page was last updated on 2009-12-3.


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