1. How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela.
   In: BAFFI CAREFIN Working Papers.
   RePEc:baf:cbafwp:cbafwp25241.

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2. Narrative Investment-Risk Disclosure & REIT Investment. (2023). Wiley, Jonathan A ; Kim, Dongshin ; Lim, Dongkuk.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09819-3.

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3. Option price implied information and REIT returns. (2023). han, bing ; Zhan, Xintong ; Song, Linjia ; Cao, Jie.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:71:y:2023:i:c:p:13-28.

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4. Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms. (2022). Baulkaran, Vishaal ; Jain, Pawan ; Sunderman, Mark ; Asem, Ebenezer.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01035-7.

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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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6. Short selling and options trading: A tale of two markets. (2022). Sheng, Hainan ; Cashman, George D ; Harrison, David M.
   In: Journal of Financial Research.
   RePEc:bla:jfnres:v:45:y:2022:i:2:p:313-338.

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7. Investors’ Limited Attention: Evidence from REITs. (2020). Khoshnoud, Mahsa ; Chen, Honghui ; Harrison, David M.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9667-y.

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8. The Big Short: Short Selling Activity and Predictability in House Prices. (2020). Saffi, Pedro ; Vergaraalert, Carles.
   In: Real Estate Economics.
   RePEc:bla:reesec:v:48:y:2020:i:4:p:1030-1073.

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9. How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Pedio, Manuela ; Guidolin, Massimo.
   In: BAFFI CAREFIN Working Papers.
   RePEc:baf:cbafwp:cbafwp19117.

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10. Real Earnings Management, Liquidity Risk and REITs SEO Dynamics. (2018). Ong, Seow Eng ; Deng, Xiaoying.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9649-5.

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11. A Review of Corporate Social Responsibility and Real Estate Investment Trust Studies: An Australian Perspective. (2018). Westermann, Steffen ; Niblock, Scott J ; Kortt, Michael A.
    In: Economic Papers.
    RePEc:bla:econpa:v:37:y:2018:i:1:p:92-110.

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12. Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?. (2017). Seiler, Michael ; Price, Mckay S ; Shen, Jiancheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9557-0.

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13. An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J.
    In: International Real Estate Review.
    RePEc:ire:issued:v:20:n:03:2017:p:287-324.

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14. REITs and market friction. (2016). Blau, Benjamin ; Hill, Matthew ; Egginton, Jared.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:p:1-24.

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15. REITs and market friction. (2016). Hill, Matthew ; Egginton, Jared F ; Blau, Benjamin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0459-z.

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16. Who Follows REITs?. (2016). Ong, Seow Eng ; devos, erik ; Spieler, Andrew C.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:38:n:1:2016:p:129-164.

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17. 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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18. Information Diffusion in the U.S. Real Estate Investment Trust Market. (2015). Mori, Masaki.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:190-214.

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19. Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts. (2014). McInish, Thomas ; devos, erik ; McKenzie, Michael ; Upson, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:4:p:454-476.

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20. Real Estate Mutual Funds: Herding, Momentum Trading and Performance. (2014). Ro, Seunghan ; Gallimore, Paul.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:1:p:190-222.

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21. Earnings Conference Call Content and Stock Price: The Case of REITs. (2012). Doran, James ; Price, S. ; Peterson, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:2:p:402-434.

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22. Financial crisis, REIT short-sell restrictions and event induced volatility. (2012). Devaney, Michael.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:2:p:219-226.

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1. Short Selling and Inside Information. (2016). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovann, .
   In: Working Papers, Department of Economics.
   RePEc:spa:wpaper:2013wpecon6.

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2. Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect. (2015). Massa, Massimo ; von Beschwitz, Bastian.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10535.

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3. Autocorrelation in daily short-sale volume. (2014). Blau, Benjamin ; Smith, Jason M..
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:54:y:2014:i:1:p:31-41.

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4. Aggregate short selling, commonality, and stock market returns. (2014). Yan, Xuemin ; Yu, Han ; Nikolic, Biljana ; Lynch, Andrew.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:17:y:2014:i:c:p:199-229.

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5. Short sales, margin purchases and bid–ask spreads. (2013). Zhao, Yan ; Cheng, Lee-Young ; Ni, Cih-Ying ; Chang, Chong-Chuo.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:24:y:2013:i:c:p:199-220.

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6. Are short sellers positive feedback traders? Evidence from the global financial crisis. (2013). Siklos, Pierre ; Bohl, Martin T. ; Klein, Arne C..
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:9:y:2013:i:3:p:337-346.

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7. The cross market effects of short sale restrictions. (2013). YALAMA, Abdullah ; McKenzie, Michael D. ; Dungey, Mardi.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:26:y:2013:i:c:p:53-71.

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8. Testing the Effects of Short-Selling Restrictions on Asset Prices. (2012). Giovannetti, Bruno ; De-Losso, Rodrigo ; Alan De Genaro, Bruno C. Giovannetti, .
   In: Working Papers, Department of Economics.
   RePEc:spa:wpaper:2012wpecon18.

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9. The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan ; DeLisle, Jared.
   In: MPRA Paper.
   RePEc:pra:mprapa:42566.

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10. Are informed traders reluctant to bear price risk or execution risk?. (2012). wu, fei ; Garvey, Ryan.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:4:p:284-303.

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11. Short sales in the NYSE batch open and NASDAQ opening cross. (2012). van Ness, Robert ; Spurlin, Paul W..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:219-237.

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12. The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market. (2012). Chen, Crystal Xiaobei.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:204-218.

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13. Concentrated short‐selling activity: bear raids or contrarian trading?. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:187-203.

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14. Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:38-48.

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15. How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; Engelberg, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:260-278.

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16. Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451.

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17. Short selling of ADRs and foreign market short-sale constraints. (2012). Blau, Benjamin ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:886-897.

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18. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:14-25.

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19. The impact of naked short selling on the securities lending and equity market. (2012). Lepone, Andrew ; Lecce, Steven ; Segara, Reuben ; McKenzie, Michael D..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:81-107.

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20. Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory. (2011). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201105.

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21. The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Ulusoy, Veysel ; Çankaya, Serkan ; Eken, Hasan/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:43658.

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22. REIT Short Sales and Return Predictability. (2011). Blau, Benjamin ; Hill, Matthew ; Wang, Hao.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:4:p:481-503.

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23. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:20:y:2011:i:1:p:1-10.

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24. Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. (2011). Verwijmeren, Patrick ; Dutordoir, Marie ; de Jong, Abe.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:1:p:113-129.

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25. Short selling around dividend announcements and ex-dividend days. (2011). Blau, Benjamin ; Van Ness, Robert A. ; Fuller, Kathleen P..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:3:p:628-639.

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26. Short sales and speed of price adjustment: Evidence from the Hong Kong stock market. (2010). Rhee, Ghon S. ; Chen, Crystal Xiaobei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:471-483.

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27. An overview of Asian equity markets. (2010). Hsieh, Joyce ; Nieh, Chien-Chung.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51.

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28. The Case for Mandatory Ownership Disclosure. (2009). Schouten, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:14139.

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29. The Case for Mandatory Ownership Disclosure. (2009). Schouten, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:12800.

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30. Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban. (2009). Hansson, Fredrik ; Fors, Erik Rudow .
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0365.

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31. Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388.

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32. Short sale and stock returns: Evidence from the Taiwan Stock Exchange. (2009). Huang, Zhaodan ; Liao, Bih-Shuang.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:1146-1158.

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33. An event time study of the price reaction to large retail trades. (2009). Lepone, Andrew ; Jarnecic, Elvis ; Frino, Alex.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:617-632.

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34. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Onayev, Zhan ; Au, Andrea S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:290-316.

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35. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:09-23.

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36. Excess returns and the distinguished player paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:78.

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37. Are Short-sellers Different?. (2008). Bartram, Söhnke ; Yadav, Pradeep K. ; Bardong, Florian.
    In: MPRA Paper.
    RePEc:pra:mprapa:13585.

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38. Excess Returns and the Distinguished Player Paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
    In: Center for Globalization and Europeanization of the Economy (CeGE) Discussion Papers.
    RePEc:got:cegedp:78.

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39. 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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40. Intraday stock price effects of ad hoc disclosures: the German case. (2007). Muntermann, Jan ; Guettler, Andre.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:1:p:1-24.

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41. Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory. (2006). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: Labsi Experimental Economics Laboratory University of Siena.
    RePEc:usi:labsit:009.

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42. Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange. (2005). Lepone, Andrew ; Jarnecic, Elvis ; Johnstone, David ; Frino, Alex.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:13:y:2005:i:3:p:247-262.

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43. Short interest, institutional ownership, and stock returns. (2005). Ritter, Jay ; Pathak, Parag ; Asquith, Paul.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:2:p:243-276.

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44. The relationship between short interest and stock returns in the Canadian market. (2005). Ackert, Lucy ; Athanassakos, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:7:p:1729-1749.

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45. Go Down Fighting: Short Seller vs. Firms. (2004). Lamont, Owen.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2521.

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46. Go Down Fighting: Short Sellers vs. Firms. (2004). Lamont, Owen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10659.

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47. Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models. (2004). McNelis, Paul ; Carrie K. C. Chan, .
    In: Working Papers.
    RePEc:hkm:wpaper:212004.

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48. The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong. (2004). Henry, Ólan ; McKenzie, Michael.
    In: Working Papers.
    RePEc:hkm:wpaper:032004.

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49. The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong. (2003). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:869.

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