Bob Li

Deakin University - Faculty of Business and Law

Burwood, Victoria 3215

Australia

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Down But Not Out: Plenty of Returns Available for Shorted Down Stocks

International Review of Financial Analysis, Vol. 63, Pages 296-306, 2019
Number of pages: 36 Posted: 21 May 2020
Audencia Business School, Deakin University - Faculty of Business and Law and Monash University
Downloads 41 (518,588)

Abstract:

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short selling, trading strategy, momentum, anomaly, behaviour