Jenny Zhang

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Short Sale Constraints, Dispersion of Opinions, and Overnight Returns

Number of pages: 86 Posted: 22 Jun 2007
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and affiliation not provided to SSRN
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Abstract:

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market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, dispersion of opinions, overpricing