Short-selling restriction and return predictability : evidence from China
Year of publication: |
2025
|
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Authors: | Jiang, Ying ; Qiu, Jiayan ; Sun, Qian |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 31.2025, 1, p. 219-264
|
Subject: | informed trading | market efficiency | restriction | return predictability | short selling | China | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Leerverkauf | Short selling | Wertpapierhandel | Securities trading | Prognose | Forecast | Schätzung | Estimation |
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