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(2008) Innovative techniques in instruction technology, e-learning, e-assessment, and education, Dordrecht, Springer.
This paper introduces the short sale constraints into the consumption-portfolio choice of the investor and studies the pricing of restricted stocks under the short sale constraints. The results show that the short sale constraints have a significant impact on the value of restricted stocks.
Publication details
DOI: 10.1007/978-1-4020-8739-4_31
Full citation:
Lin, H. (2008)., Impact of short sale constraints on pricing of restricted stocks, in M. Iskander (ed.), Innovative techniques in instruction technology, e-learning, e-assessment, and education, Dordrecht, Springer, pp. 175-178.
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