Yan Zhao

China Everbright Bank

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Scholarly Papers (1)

Costly long-short strategies under short-sale constraints: Chinese Evidence

Forthcoming in International Review of Finance
Number of pages: 12 Posted: 12 Jan 2015 Last Revised: 13 Sep 2017
Peking University HSBC Business School, University of Macau and China Everbright Bank
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Abstract:

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anomalies; short-sale constraint; shorting cost; China