Byeung Joo Lee

Korea University Business School (KUBS)

Anam-Dong, Seongbuk-Gu

Seoul 136-701, 136701

Korea

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Shorting Costs and Profitability of Long–Short Strategies

Number of pages: 39 Posted: 09 Mar 2020
Dongcheol Kim and Byeung Joo Lee
Korea University Business School and Korea University Business School (KUBS)
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Abstract:

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Shorting costs, Long–short strategies, Arbitrage returns, Anomalies, Short sale, Loan fee