Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets》.pdfVIP

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Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets》.pdf

Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets》.pdf

Physica A 438 (2015) 293–307 Contents lists available at ScienceDirect Physica A journal homepage: /locate/physa Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets Yan Gao ∗, Yao Gao School of Finance, Central University of Finance and Economics, Beijing 100081, People’s Republic of Chi

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