Short-sale constraints and stock returns

Journal of Financial Economics

Volumn 66, Issue 2-3, 2002, Pages 207-239

  Jones, Charles M ^a   Lamont, Owen A ^b,c  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Mispricing; Securities lending; Short sale constraints; Short selling

Indexed keywords

EID: 84877100059     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(02)00224-6     Document Type: Article

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