This document has not been cited yet.

1. Aitken, Michael J., Frino, Alex, McCorry, Michael S. and Swan, Peter L., 1998. Short sales are almost instantaneously bad news: Evidence from the Australian Stock Exchange. Journal of Finance 53(6), 2205-2223.

2. Asquith, Paul, Andrea S. Au, Thomas Covert, and Parag A. Pathak, 2013. The market for borrowing corporate bonds. Journal of Financial Economics 107(1), 155-182.

3. Bauer, Michael D., and Christopher J. Neely, 2014. International channels of the Fed's unconventional monetary policy. Journal of International Money and Finance 44, 24-46.
   Paper not yet in RePEc: Add citation now
   
4. Bernanke, Benjamin S., 2002. Deflation: Making sure "it" doesn't happen here. Remarks before the National Economists Club, Washington, D.C. Bhattarai, Saroj, Gauti B. Eggertsson, and Bulat Gafarov. 2015. Time consistency and the duration of government debt: A signaling theory of quantitative easing. Working paper 21336. National Bureau of Economic Research, Cambridge, MA.
   Paper not yet in RePEc: Add citation now
   

5. Boehmer, Ekkehart, and Juan Julie Wu, 2013. Short selling and the price discovery process. Review of Financial Studies 26(2), 287-322.

6. Boehmer, Ekkehart, Charles M. Jones, and Xiaoyan Zhang, 2008. Which shorts are informed? Journal of Finance 63(2), 491-527.

7. Bowman, David, Juan M. Londono, and Horacio Sapriza, 2015. U.S. unconventional monetary policy and transmission to emerging market economies. Journal of International Money and Finance 55, 27-59.

8. Christophe, Stephen E., Michael G. Ferri, and Jim Hsieh, 2010. Informed trading before analyst downgrades: Evidence from short sellers. Journal of Financial Economics 95(1), 85-106.

9. Cohen, Lauren, Karl B. Diether, and Christopher J. Malloy, 2007. Supply and demand shifts in the shorting market. Journal of Finance 62(5), 2061-2096.

10. D’Amico, Stefania, and Thomas B. King, 2013. Flow and stock effects of large-scale Treasury purchases: Evidence on the importance of local supply. Journal of Financial Economics 108(2), 425-448.

11. Diether, Karl B., Kuan-Hui Lee, and Ingrid M. Werner, 2009. Short-sale strategies and return predictability. Review of Financial Studies 22(2), 575-607.

12. Eggertsson, Gauti B., 2006. The deflation bias and committing to being irresponsible. Journal of Money, Credit, and Banking 38(2), 283-321.

13. Engelberg, Joseph E., Adam V. Reed, and Matthew C. Ringgenberg, 2012. How are shorts informed? Short sellers, news, and information processing. Journal of Financial Economics 105(2), 260-278.

14. Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack, 2011. The financial market effects of the Federal Reserve’s large-scale asset purchases. International Journal of Central Banking 7(1), 3-43.

15. Hancock, Diana, and Wayne Passmore, 2011. Did the Federal Reserve's MBS purchase program lower mortgage rates? Journal of Monetary Economics 58(5), 498-514.

16. Hendershott, Terrance, Roman Kozhan, and Vikas Raman, 2017. Short selling and price discovery in corporate bonds. Working paper. University of California Berkley.
    Paper not yet in RePEc: Add citation now
    

17. Kiley, Michael T., 2014. The response of equity prices to movements in long-term interest rates associated with monetary policy statements: Before and after the zero lower bound. Journal of Money, Credit and Banking 46(5), 1057-1071.

18. Kohn, Donald L., 2009. Monetary policy research and the financial crisis: strengths and shortcomings. Speech delivered at the Federal Reserve Conference on Key Developments in Monetary Policy, Washington D.C. Krishnamurthy, Arvind, and Annette Vissing-Jorgensen, 2011. The effects of quantitative easing on interest rates: Channels and implications for policy. Working paper 17555. National Bureau of Economic Research, Cambridge, MA.

19. Lewis, Michael, 2011. The big short: Inside the doomsday machine. W.W. Norton & Company, Inc.
    Paper not yet in RePEc: Add citation now
    
20. Nashikkar, Amrut J., and Lasse Heje Pedersen, 2007. Corporate bond specialness. Working paper. New York University.
    Paper not yet in RePEc: Add citation now
    

21. Neely, Christopher J., 2015. Unconventional monetary policy had large international effects. Journal of Banking and Finance 52, 101-111.

22. Swanson, Eric T., Lucrezia Reichlin, and Jonathan H. Wright, 2011. Let's twist again: A highfrequency event-study analysis of operation twist and its implications for QE2. Brookings Papers on Economic Activity: 151-207.

23. Tobin, James, 1958. Liquidity preference as behavior towards risk. Review of Economic Studies, 25(2), 65-86.

24. Wright, Jonathan H., 2012. What does monetary policy do to long-term interest rates at the zero lower bound? Economic Journal 122(564), F447-F466.

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

16. Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:886-897.

    Full description at Econpapers || Download paper

18. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:14-25.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:81-107.

    Full description at Econpapers || Download paper

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.
    RePEc:zbw:cfswop:201105.

    Full description at Econpapers || Download paper

21. The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Ulusoy, Veysel ; Çankaya, Serkan ; Eken, Hasan/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:43658.

    Full description at Econpapers || Download paper

22. REIT Short Sales and Return Predictability. (2011). Blau, Benjamin ; Hill, Matthew ; Wang, Hao.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:4:p:481-503.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

24. Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. (2011). de Jong, Abe ; Verwijmeren, Patrick ; Dutordoir, Marie .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:1:p:113-129.

    Full description at Econpapers || Download paper

25. Short selling around dividend announcements and ex-dividend days. (2011). Blau, Benjamin ; Van Ness, Robert A. ; Fuller, Kathleen P..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:3:p:628-639.

    Full description at Econpapers || Download paper

26. Short sales and speed of price adjustment: Evidence from the Hong Kong stock market. (2010). Chen, Crystal Xiaobei ; Rhee, Ghon S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:471-483.

    Full description at Econpapers || Download paper

27. An overview of Asian equity markets. (2010). Nieh, Chien-Chung ; Hsieh, Joyce.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51.

    Full description at Econpapers || Download paper

28. The Case for Mandatory Ownership Disclosure. (2009). Schouten, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:14139.

    Full description at Econpapers || Download paper

29. The Case for Mandatory Ownership Disclosure. (2009). Schouten, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:12800.

    Full description at Econpapers || Download paper

30. Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban. (2009). Fors, Erik Rudow ; Hansson, Fredrik .
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0365.

    Full description at Econpapers || Download paper

31. Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388.

    Full description at Econpapers || Download paper

32. Short sale and stock returns: Evidence from the Taiwan Stock Exchange. (2009). Liao, Bih-Shuang ; Huang, Zhaodan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:1146-1158.

    Full description at Econpapers || Download paper

33. An event time study of the price reaction to large retail trades. (2009). Lepone, Andrew ; Frino, Alex ; Jarnecic, Elvis .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:617-632.

    Full description at Econpapers || Download paper

34. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Au, Andrea S. ; Onayev, Zhan.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:290-316.

    Full description at Econpapers || Download paper

35. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis .
    In: Staff Working Papers.
    RePEc:bca:bocawp:09-23.

    Full description at Econpapers || Download paper

36. Excess returns and the distinguished player paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:78.

    Full description at Econpapers || Download paper

37. Are Short-sellers Different?. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
    In: MPRA Paper.
    RePEc:pra:mprapa:13585.

    Full description at Econpapers || Download paper

38. Excess Returns and the Distinguished Player Paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
    In: Center for European, Governance and Economic Development Research (cege) Discussion Papers.
    RePEc:got:cegedp:78.

    Full description at Econpapers || Download paper

39. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1001.

    Full description at Econpapers || Download paper

40. Intraday stock price effects of ad hoc disclosures: the German case. (2007). Guettler, Andre ; Muntermann, Jan .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:1:p:1-24.

    Full description at Econpapers || Download paper

41. Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory. (2006). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: Labsi Experimental Economics Laboratory University of Siena.
    RePEc:usi:labsit:009.

    Full description at Econpapers || Download paper

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.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:13:y:2005:i:3:p:247-262.

    Full description at Econpapers || Download paper

43. Short interest, institutional ownership, and stock returns. (2005). Ritter, Jay ; Pathak, Parag ; Asquith, Paul .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:2:p:243-276.

    Full description at Econpapers || Download paper

44. The relationship between short interest and stock returns in the Canadian market. (2005). Ackert, Lucy ; Athanassakos, George .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:7:p:1729-1749.

    Full description at Econpapers || Download paper

45. Go Down Fighting: Short Seller vs. Firms. (2004). Lamont, Owen.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2521.

    Full description at Econpapers || Download paper

46. Go Down Fighting: Short Sellers vs. Firms. (2004). Lamont, Owen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10659.

    Full description at Econpapers || Download paper

47. Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models. (2004). McNelis, Paul ; Carrie K. C. Chan, .
    In: Working Papers.
    RePEc:hkm:wpaper:212004.

    Full description at Econpapers || Download paper

48. The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong. (2004). Henry, Ólan ; McKenzie, Michael .
    In: Working Papers.
    RePEc:hkm:wpaper:032004.

    Full description at Econpapers || Download paper

49. The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong. (2003). Henry, Ólan ; McKenzie, Michael .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:869.

    Full description at Econpapers || Download paper

50. Governance and Short Sales. (). Dupuis, Daniel ; Kryzanowski, Lawrence.
    In: Finance Working Papers.
    RePEc:sha:finwps:03-04/2015.

    Full description at Econpapers || Download paper

Report date: 2025-02-27 21:56:58 || Missing content? Let us know