Private Bag 11 222
Palmerston North, Manawatu 4442
New Zealand
South Lushan Road
Nanchang, Jiangxi 330013
China
Massey University
Independent
Jiangxi University of Finance and Economics
Market Microstructure, Institutional Investor
Short-sale ban, regime, stock valuation, opinion dispersion
Short-sale ban; regime; stock valuation; opinion dispersion
short-selling ban, asset-pricing models, model validation
Market Microstructure, Investor Preference, Firm Size
short sales constraints, dispersion of opinions, firm characteristics
Stock price crashes, emerging markets, information, analyst reports, price reversal
Short sales constraints; Earnings announcement; Post-event analysis
Commonality; Liquidity; Emerging markets
disposition effect, momentum
Short-sales constraints, Liquidity, Stock valuation, Investor opinion dispersion