PhD proposal (Gregynog 2010): short selling and stock returns
Finance theory in asset pricing chapter has long made strong assumptions on short selling. In CAPM for example, lending and borrowing of securities is assumed to be unlimited and therefore short selling is assumed in place without cost and without restrictions. In real world, this is not the case. I...
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| Format: | Conference or Workshop Item |
| Language: | English English |
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2010
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| Online Access: | http://irep.iium.edu.my/28479/ http://irep.iium.edu.my/28479/3/PhD_Proposal_Gregynog_2010.pdf http://irep.iium.edu.my/28479/2/Gregynog_Finance_Colloquium_Program_Schedule_May_2010.pdf |