Short Sales Constraints and Momentum in Stock Returns
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- Clark, Ephraim & Kassimatis, Konstantinos, 2014. "Exploiting stochastic dominance to generate abnormal stock returns," Journal of Financial Markets, Elsevier, vol. 20(C), pages 20-38.
- David Hirshleifer & Siew Hong Teoh & Jeff Jiewei Yu, 2011.
"Short Arbitrage, Return Asymmetry, and the Accrual Anomaly,"
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- Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei, 2009. "Short Arbitrage, Return Asymmetry And The Accrual Anomaly," MPRA Paper 16487, University Library of Munich, Germany.
- Jungshik Hur & Vivek Singh, 2016. "Reexamining momentum profits: Underreaction or overreaction to firm-specific information?," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 261-289, February.
- Eli Beracha & Hilla Skiba, 2011. "Momentum in Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 299-320, October.
- Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012. "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 589-608.
- Michael McKenzie & Ólan T. Henry, 2012. "The determinants of short selling: evidence from the Hong Kong equity market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52, pages 183-216, October.
- repec:eee:pacfin:v:45:y:2017:i:c:p:103-115 is not listed on IDEAS
- Gil Aharoni & Tuan Q. Ho & Qi Zeng, 2012. "Testing the growth option theory: the profitability of enhanced momentum strategies in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(2), pages 267-290, June.
- Xiafei Li & Chris Brooks & Jöelle Miffre, 2007. "Low-Cost Momentum Strategies," ICMA Centre Discussion Papers in Finance icma-dp2007-12, Henley Business School, Reading University.
- Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei, 2007. "Do short-sellers arbrtrage accrual-based return anomalies?," MPRA Paper 5510, University Library of Munich, Germany, revised 27 Oct 2007.
- Ying Hao & Hsiang-Hui Chu & Kuan-Cheng Ko & Lin Lin, 2016. "Momentum Strategies and Investor Sentiment in the REIT Market," International Review of Finance, International Review of Finance Ltd., vol. 16(1), pages 41-71, March.
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