Short arbitrage, return asymmetry, and the accrual anomaly

Review of Financial Studies

Volumn 24, Issue 7, 2011, Pages 2429-2461

  Hirshleifer, David ^a   Teoh, Siew Hong ^a   Yu, Jeff Jiewei ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79959721674     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhr012     Document Type: Article

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