Short sales constraints and momentum in stock returns

Journal of Business Finance and Accounting

Volumn 33, Issue 3-4, 2006, Pages 587-615

  Ali, Ashiq ^a   Trombley, Mark A ^b  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b UNIVERSITY OF ARIZONA   (United States)

Author keywords

Arbitrage costs; Market anomalies; Momentum returns; Short interest; Short sales constraints

Indexed keywords

EID: 33646879398     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2006.00616.x     Document Type: Review

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