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The impact of short-selling and margin-trading program on the sentiment Betas of characteristics-based portfolios
LI Zhuo, TIAN Meiyu, WEN Fengming
Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (12) : 3021-3036.
The impact of short-selling and margin-trading program on the sentiment Betas of characteristics-based portfolios
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