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The Short-Selling Hypothesis of Weekend Effect and T?+?1 Trading Mechanism |
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| Authors: | Li Xiao Liu Bin |
| Institution: | 1.School of Finance, Nankai University, Tianjin, 300350, People’s Republic of China ;2.School of Accounting, Economics and Finance, University of Wollongong, Wollongong, NSW, 2522, Australia ; |
| Abstract: | Asia-Pacific Financial Markets - Utilizing a difference-in-difference regression model, we conduct cross-sectional and time-series analysis to explore effect of short sales on the weekend effect in... |
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