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Short Arbitrage, Return Asymmetry, and the Accrual Anomaly

David Hirshleifer1; Siew Hong Teoh2; Jeff Jiewei Yu3,4

1 National Bureau of Economic Research · 2 University of California, Los Angeles · 3 University of Arizona · 4 Southern Methodist University

Review of Financial Studies 2011 open access
DOI
10.1093/rfs/hhr012
Volume
24 (7)
Pages
2429-2461
Language
en
Export
BibTeX
Sources
crossref semanticscholar openalex