Archive for January, 2008

Short Selling: Discussion of Short Sales Constraints and Momentum in Stock Returns

Posted on January 8, 2008. Filed under: hort Selling: Discussion of Short Sales Constraints an |

Centre for Risk Research Working Papers
School of Management



Short Selling: Discussion of Short Sales Constraints and Momentum in Stock Returns
Stephen H. Thomas
University of Southampton
March 2006
Number CRR-06-01
ISSN 1356-3548
2
SHORT SELLING
1. Introduction
Data on the cost of short selling stocks has been noticeable by its almost entire
absence until recently, and the research implications of such ignorance for both
developments [...]