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Conference Paper: Substitution between Short Selling and Options Trading in Predicting Aggregate Stock Returns

TitleSubstitution between Short Selling and Options Trading in Predicting Aggregate Stock Returns
Authors
Issue Date2019
Citation
Society for Financial Studies (SFS) Cavalcade Asia-Pacific Conference 2019, Hong Kong, 6-8 December 2019 How to Cite?
DescriptionSession 3: Return Predictability
Host: Faculty of Business and Economics, The University of Hong Kong
Persistent Identifierhttp://hdl.handle.net/10722/284721

 

DC FieldValueLanguage
dc.contributor.authorHuang, S-
dc.contributor.authorLin, TC-
dc.contributor.authorZheng, W-
dc.date.accessioned2020-08-07T09:01:45Z-
dc.date.available2020-08-07T09:01:45Z-
dc.date.issued2019-
dc.identifier.citationSociety for Financial Studies (SFS) Cavalcade Asia-Pacific Conference 2019, Hong Kong, 6-8 December 2019-
dc.identifier.urihttp://hdl.handle.net/10722/284721-
dc.descriptionSession 3: Return Predictability-
dc.descriptionHost: Faculty of Business and Economics, The University of Hong Kong-
dc.languageeng-
dc.relation.ispartofSFS Cavalcade Asia-Pacific Conference, 2019-
dc.titleSubstitution between Short Selling and Options Trading in Predicting Aggregate Stock Returns-
dc.typeConference_Paper-
dc.identifier.emailHuang, S: huangsy@hku.hk-
dc.identifier.emailLin, TC: chunlin@hku.hk-
dc.identifier.authorityHuang, S=rp02052-
dc.identifier.authorityLin, TC=rp01077-
dc.identifier.hkuros312034-

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