In Practice: Short Sale Restrictions Imply Higher Returns
CFA Institute, Asia-Pacific Research Exchange (ARX), April 2017
3 Pages Posted: 12 May 2017
Date Written: April 25, 2017
This in Practice piece gives a practitioner’s perspective on the article “The No-Short Return Premium” by Danling Jiang and Xiao-Ming Li, working paper.
Keywords: Short-Sale Regulation, Return Comovement, Limits to Arbitrage, Mispricing
JEL Classification: G02, G10, G12, G28
Suggested Citation: Suggested Citation