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macro_srsv

Location
London, England
Profile URL
https://t.co/Ad7SPhJxME
Favourite Count
1
Retweet Count
1
User
macro_srsv
Published
2022/11/24
Follower Count
9329
Score
Text URL
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4266059
Property
0.00010719262514738985
Tweet URL
https://twitter.com/macro_srsv/status/1595687291816710144
Tweet
"We find that short sale costs eliminate the abnormal profits generated by asset pricing anomalies. While many anomalies persist out-of-sample, they cannot be profitably exploited due to stock borrow fees." https://t.co/IriOgxq2lB https://t.co/BDav0eb0UE
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