Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia

Accounting and Finance

Volumn 52, Issue 1, 2012, Pages 117-144

  Do, Binh ^a   Do, Viet ^a   Chai, Daniel ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

G11; G12; G14; Law of One Price; Pairs trading; The 2008 short sale ban

Indexed keywords

EID: 84855935758     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2011.00409.x     Document Type: Article

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