Short-selling constraints and ‘quantitative’ investment strategies
Citation
Andrikopoulos, P., Clunie, J., & Siganos, A. (2013). Short-selling constraints and ‘quantitative’ investment strategies. European Journal of Finance, 19(1), 19-35. https://doi.org/10.1080/1351847x.2011.634426
Authors
Keywords
stock market anomalies, stock-lending fee, short-selling constraints, Data Explorers
Monthly Views: