Bullish/bearish/neutral strategies under short sale restrictions
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DOI: 10.1016/j.jbankfin.2016.07.005
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More about this item
Keywords
Short sale; Directional trading; Efficiency; Skewness;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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