Journal of Financial Research 30(4) 455-471 2007年12月
Using a database of stock lending fees for Japanese centralized margin transactions, I show that short-sales constraints reduce the adjustment speed of stock prices to negative information before the announcements of revised earnings forecasts dis...
The 2016 Vietnam Symposium in Banking and Finance 2016年11月17日 the Association of Vietnamese Scientists and Experts (AVSE), the International School of Vietnam National University (Hanoi), and the International Society for the Advancement of Financial Economics (ISAFE)