1. Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373.

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2. Shorting costs and profitability of long–short strategies. (2023). Kim, Dongcheol ; Lee, Byeungjoo.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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3. Do momentum and reversal matter in the Singapore stock market?. (2022). Mahmood, Syed Riaz.
   In: Asia-Pacific Journal of Accounting & Economics.
   RePEc:taf:raaexx:v:29:y:2022:i:6:p:1692-1708.

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4. The effect of short selling on volatility and jumps. (2022). Treepongkaruna, Sirimon ; Wee, Marvin ; Foong, Glenn Kit ; Padungsaksawasdi, Chaiyuth.
   In: Australian Journal of Management.
   RePEc:sae:ausman:v:47:y:2022:i:1:p:34-52.

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5. Short sales, short risk, and return predictability in Asia-Pacific real estate markets. (2022). Sheng, Hainan ; Cashman, George D ; Harrison, David M.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000701.

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1. Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2. Options-implied information and the momentum cycle. (2021). Liu, Ming-Yu ; Chuang, Wen-I, ; Lo, Chien-Ling.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300343.

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3. Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market. (2020). Yang, Sharon S ; Chen, Hong-Yi.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19306493.

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4. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Ma, Liang ; Hirshleifer, David ; Chu, Yongqiang.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672.

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5. Momentum and funding conditions. (2018). Garcia-Feijoo, Luis ; Jensen, Tyler K.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:88:y:2018:i:c:p:312-329.

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6. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2017). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:24144.

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7. Impact of short selling restrictions on informed momentum trading: Australian evidence. (2017). Leung, Henry ; Gao, Yang.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:45:y:2017:i:c:p:103-115.

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8. Reexamining momentum profits: Underreaction or overreaction to firm-specific information?. (2016). Singh, Vivek ; Hur, Jungshik.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0469-x.

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9. Momentum Strategies and Investor Sentiment in the REIT Market. (2016). Hao, Ying ; Lin, Lin ; Ko, Kuan-Cheng ; Chu, Hsiang-Hui.
   In: International Review of Finance.
   RePEc:bla:irvfin:v:16:y:2016:i:1:p:41-71.

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10. Turnover: Liquidity or Uncertainty?. (2014). Barinov, Alexander.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:10:p:2478-2495.

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11. Exploiting stochastic dominance to generate abnormal stock returns. (2014). Clark, Ephraim ; Kassimatis, Konstantinos.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:20:y:2014:i:c:p:20-38.

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12. Short selling and stock returns: Evidence from the UK. (2013). Hodgkinson, Lynn ; Wells, JO ; Jaafar, Aziz ; Mohamad, Azhar.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:45:y:2013:i:2:p:125-137.

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13. The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks. (2012). Badreddine, Sina ; Holmes, Phil ; Galariotis, Emilios C..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:589-608.

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14. The determinants of short selling: evidence from the Hong Kong equity market. (2012). Henry, Ólan ; McKenzie, Michael.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:52:y:2012:i::p:183-216.

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15. Testing the growth option theory: the profitability of enhanced momentum strategies in Australia. (2012). Ho, Tuan Q. ; Zeng, QI ; Aharoni, Gil.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:52:y:2012:i:2:p:267-290.

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16. Feasible momentum strategies in the US stock market. (2011). Schmid, Markus ; Moellenbeck, Marcel ; Ammann, Manuel.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:11:y:2011:i:6:d:10.1057_jam.2010.22.

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17. Momentum in Residential Real Estate. (2011). Skiba, Hilla ; Beracha, Eli.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:3:p:299-320.

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18. Momentum and the Disposition Effect: The Role of Individual Investors. (2010). Singh, Vivek ; SHARMA, VIVEK ; Pritamani, Mahesh ; Hur, Jungshik.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:1155-1176.

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19. SHORT ARBITRAGE, RETURN ASYMMETRY AND THE ACCRUAL ANOMALY. (2009). Teoh, Siew Hong ; Hirshleifer, David ; Yu, Jeff Jiewei.
    In: MPRA Paper.
    RePEc:pra:mprapa:16487.

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20. Low-cost momentum strategies. (2009). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:9:y:2009:i:6:d:10.1057_jam.2008.28.

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21. Opinion Divergence Among Professional Investment Managers. (2008). Potter, Mark E ; Meng, Ginger J ; Hu, Gang.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:35:y:2008:i:5-6:p:679-703.

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22. Low-Cost Momentum Strategies. (2007). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2007-12.

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23. Do short-sellers arbrtrage accrual-based return anomalies?. (2007). Yu, Jeff ; Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5510.

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24. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1001.

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25. Discussion of Short Sales Constraints and Momentum in Stock Returns. (2006). Thomas, Steve.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:3-4:p:616-631.

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