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Detecting the great short squeeze on Volkswagen. (2016). , Keith.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:40:y:2016:i:pb:p:323-334.

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  1. Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze. (2021). Tengulov, Angel ; Nowak, Eric ; Haas, Marlene D ; Allen, Franklin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:1:p:166-194.

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  2. Bedingte Aktiengeschäfte. (2016). Dilger, Alexander.
    In: Discussion Papers of the Institute for Organisational Economics.
    RePEc:zbw:umiodp:082016.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Short Selling and Inside Information. (2016). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovann, .
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2013wpecon6.

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  2. Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect. (2015). von Beschwitz, Bastian ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10535.

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  3. Autocorrelation in daily short-sale volume. (2014). Blau, Benjamin ; Smith, Jason M..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:1:p:31-41.

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  4. Aggregate short selling, commonality, and stock market returns. (2014). Lynch, Andrew ; Yan, Xuemin ; Yu, Han ; Nikolic, Biljana .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:17:y:2014:i:c:p:199-229.

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  5. Short sales, margin purchases and bid–ask spreads. (2013). Chang, Chong-Chuo ; Zhao, Yan ; Cheng, Lee-Young ; Ni, Cih-Ying .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:24:y:2013:i:c:p:199-220.

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  6. Are short sellers positive feedback traders? Evidence from the global financial crisis. (2013). Siklos, Pierre ; Klein, Arne C. ; Bohl, Martin T..
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:337-346.

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  7. The cross market effects of short sale restrictions. (2013). YALAMA, Abdullah ; Dungey, Mardi ; McKenzie, Michael D..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:53-71.

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  8. Testing the Effects of Short-Selling Restrictions on Asset Prices. (2012). Giovannetti, Bruno ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Alan De Genaro, Bruno C. Giovannetti, .
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2012wpecon18.

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  9. The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan ; DeLisle, Jared.
    In: MPRA Paper.
    RePEc:pra:mprapa:42566.

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  10. Are informed traders reluctant to bear price risk or execution risk?. (2012). wu, fei ; Garvey, Ryan.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:4:p:284-303.

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  11. Short sales in the NYSE batch open and NASDAQ opening cross. (2012). Van Ness, Bonnie F. ; Spurlin, Paul W..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:219-237.

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  12. The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market. (2012). Chen, Crystal Xiaobei .
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:204-218.

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  13. Concentrated short-selling activity: bear raids or contrarian trading?. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:187-203.

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  14. Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:38-48.

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  15. How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; ENGELBERG, JOSEPH E..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:260-278.

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  16. Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M..
    In: Journal of Economics and Business.
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  17. Short selling of ADRs and foreign market short-sale constraints. (2012). Blau, Benjamin ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Banking & Finance.
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  18. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip .
    In: Journal of Banking & Finance.
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  19. The impact of naked short selling on the securities lending and equity market. (2012). Lepone, Andrew ; Lecce, Steven ; Segara, Reuben ; McKenzie, Michael D..
    In: Journal of Financial Markets.
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  20. Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory. (2011). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: CFS Working Paper Series.
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  21. The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Ulusoy, Veysel ; Çankaya, Serkan ; Eken, Hasan/M., .
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  22. REIT Short Sales and Return Predictability. (2011). Blau, Benjamin ; Hill, Matthew ; Wang, Hao.
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  23. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:20:y:2011:i:1:p:1-10.

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  24. Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. (2011). de Jong, Abe ; Verwijmeren, Patrick ; Dutordoir, Marie .
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  25. Short selling around dividend announcements and ex-dividend days. (2011). Blau, Benjamin ; Van Ness, Robert A. ; Fuller, Kathleen P..
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  26. Short sales and speed of price adjustment: Evidence from the Hong Kong stock market. (2010). Chen, Crystal Xiaobei ; Rhee, Ghon S..
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  27. An overview of Asian equity markets. (2010). Nieh, Chien-Chung ; Hsieh, Joyce.
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  30. Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban. (2009). Fors, Erik Rudow ; Hansson, Fredrik .
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  31. Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A..
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  32. Short sale and stock returns: Evidence from the Taiwan Stock Exchange. (2009). Liao, Bih-Shuang ; Huang, Zhaodan .
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  34. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Au, Andrea S. ; Onayev, Zhan.
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  35. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis .
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  36. Excess returns and the distinguished player paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
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  37. Are Short-sellers Different?. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
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  38. Excess Returns and the Distinguished Player Paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
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  39. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael .
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  40. Intraday stock price effects of ad hoc disclosures: the German case. (2007). Guettler, Andre ; Muntermann, Jan .
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  41. Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory. (2006). Theissen, Erik ; Fellner-Röhling, Gerlinde.
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  42. Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange. (2005). Lepone, Andrew ; Frino, Alex ; Jarnecic, Elvis ; Johnstone, David.
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  43. Short interest, institutional ownership, and stock returns. (2005). Ritter, Jay ; Pathak, Parag ; Asquith, Paul .
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  44. The relationship between short interest and stock returns in the Canadian market. (2005). Ackert, Lucy ; Athanassakos, George .
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  45. Go Down Fighting: Short Seller vs. Firms. (2004). Lamont, Owen.
    In: Yale School of Management Working Papers.
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  46. Go Down Fighting: Short Sellers vs. Firms. (2004). Lamont, Owen.
    In: NBER Working Papers.
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  47. Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models. (2004). McNelis, Paul ; Carrie K. C. Chan, .
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  48. The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong. (2004). Henry, Ólan ; McKenzie, Michael .
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  49. The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong. (2003). Henry, Ólan ; McKenzie, Michael .
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  50. Governance and Short Sales. (). Dupuis, Daniel ; Kryzanowski, Lawrence.
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