Plausibly Exogenous [1678] - Short-Selling (09/06/2024)

LHS Variable
Stock market anomalies

RHS Variable
Short-selling

Source of Exogenous Variation
Shock to short-selling supply induced by the dividend tax law change, JGTRRA

- Han, Lu, Xu, and Zhou (2024), “Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA”