The authors are respectively from the University of Texas at Dallas and the University of Arizana. They gratefully acknowledge comments from Alexandre Baptista, Ed Dyl, Richard Frankel, Christi Gleason, Chris Lamoureux, Bill Maxwell, Bill Schwartz, Steven Thomas, Tzachi Zach and workshop participants at MIT, Temple University, Washington University, University of Arizona, University of Houston, University of Texas at Dallas and the 2005 JBFA Conference. They thank David Hait at OptionMetrics LLC for providing IvyDB option data, Thomson Financial for providing the I/B/E/S data, and Bart Danielsen and Chris Lamoureux for providing short interest and option data.
Short Sales Constraints and Momentum in Stock Returns
Version of Record online: 19 MAY 2006
Journal of Business Finance & Accounting
Volume 33, Issue 3-4, pages 587–615, April/May 2006
How to Cite
Ali, A. and Trombley, M. A. (2006), Short Sales Constraints and Momentum in Stock Returns. Journal of Business Finance & Accounting, 33: 587–615. doi: 10.1111/j.1468-5957.2006.00616.x
- Issue online: 19 MAY 2006
- Version of Record online: 19 MAY 2006
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