| Can short selling activity predict the future returns of non-shortable peer firms? | |
| Hu, Ting; Chi, Yanzhe | |
| 刊名 | PACIFIC-BASIN FINANCE JOURNAL
 |
| 2019 | |
| 卷号 | 53 |
| ISSN号 | 0927-538X |
| DOI | 10.1016/j.pacfin.2018.10.007 |
| URL标识 | 查看原文 |
| 收录类别 | SSCI |
| 语种 | 英语 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4264520 |
| 专题 | 武汉大学 |
| 推荐引用方式 GB/T 7714 | Hu, Ting,Chi, Yanzhe. Can short selling activity predict the future returns of non-shortable peer firms?[J]. PACIFIC-BASIN FINANCE JOURNAL,2019,53. |
| APA | Hu, Ting,&Chi, Yanzhe.(2019).Can short selling activity predict the future returns of non-shortable peer firms?.PACIFIC-BASIN FINANCE JOURNAL,53. |
| MLA | Hu, Ting,et al."Can short selling activity predict the future returns of non-shortable peer firms?".PACIFIC-BASIN FINANCE JOURNAL 53(2019). |
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