Journal of Financial Economics · 2002 · 937 citations · 39 references
BusinessBusiness EconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsCapital Asset Pricing ModelCapital MarketsMarket RiskShort Selling RegulationShort-term Investment ManagementDerivative-based Short SellingEquity Short SellingShort Sale TransactionsShort Selling RestrictionsStock Market Returns
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Common risk factors in the returns on stocks and bonds
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