This document has not been cited yet.

1. Aitken M., Frino A., McCorry M., Swan P.: Short sales are almost instantaneously bad news: evidence from the Australian stock exchange. J Financ 53, 2205–2223 (1998).

2. Arnold T., Butler A., Crack T., Zhang Y.: The information content of short interest: a natural experiment. J Bus 78, 1307–1335 (2005).

3. Asquith P., Pathak P., Ritter J.: Short interest, institutional ownership, and stock returns. J Financ Econ 78, 243–277 (2005).

4. Avramov D., Chordia T., Goyal A.: The impact fo trades on daily volatility. Rev Financ Stud. 19, 1241–1278 (2006).

5. Boehmer E., Jones C., Zhang X.: Which shorts are informed?. J Financ 63, 491–527 (2008).

6. Christophe S., Ferri M., Angel J.: Short selling prior to earnings announcements. J Financ 59, 1845–1875 (2004).

7. Christophe S., Ferri M., Hsieh J.: Informed trading before analyst downgrades: evidence from short sellers. J Financ Econ 95, 85–106 (2010).

8. D’Avolio G.: The market for borrowing stock. J Financ Econ 66, 271–306 (2002).
   Paper not yet in RePEc: Add citation now
   

9. Danielsen B., Sorescu S.: Why do option introductions depress stock prices? A study of diminishing short sale constraints. J Financ Quant Anal 36, 451–484 (2001).

10. Dechow P., Hutton A., Meulbroek L., Sloan R.: Short-sellers, fundamental analysis, and stock returns. J Financ Econ 61, 77–106 (2001).

11. Desai H., Ramesh S., Thiagarajan R., Balachandran B.: An investigation of the information role of short interest in the NASDAQ market. J Financ 52, 2263–2287 (2002).

12. Diamond D., Verrecchia K.: Constraints on short selling and asset price adjustment to private information. J Financ Econ 18, 277–312 (1987).

13. Diether K., Lee K., Werner I.: Short-selling strategies and return predictability. Rev Financ Stud 22, 575–607 (2009).
    Paper not yet in RePEc: Add citation now
    

14. Edwards A., Hanley K.: Short selling in initial public offerings. J Financ Econ 98, 21–39 (2010).

15. Engelberg, J., Reed, A., Ringgenberg, M.: How are shorts informed? Short sellers, news, and information processing. Working Paper (2010).

16. Figlewski S., Webb G.: Options, short sales, and market completeness. J Financ 48, 761–777 (1993).

17. Gimenez E.: On the positive fundamental value of money with short-sale constraints. Ann Financ 3, 455–469 (2007).

18. Grossman S.: Insurance seen and unseen: the impact on markets. J Portfol Manage 14, 5–8 (1988).
    Paper not yet in RePEc: Add citation now
    

19. Hart O., Kreps D.: Price destabilizing speculation. J Pol Econ 94, 927–952 (1986).

20. Kraus A., Smith M.: Heterogeneous beliefs and the effect of replicatable options on asset prices. Rev Financ Stud 9, 723–756 (1996).

21. Mayhew, S., Mihov, V.: Short sale constraints, overvaluation, and the introduction of options. Working Paper (2005).
    Paper not yet in RePEc: Add citation now
    

22. Miller E.: Risk, uncertainty, and divergence of opinion. J Financ 32, 1151–1168 (1977).

23. Nagel S.: Short sales, institutional investors and the cross-section of stock returns. J Financ Econ 78, 277–309 (2005).

24. Senchack A., Starks L.: Short sale restrictions and market reaction to short-interest announcements. J Financ Quant Anal 28, 177–194 (1993).

25. Stein J.: Informational externalities and welfare-reducing speculation. J Polit Econ 95, 1123–1145 (1987).

26. White H.: A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity. Econometrica 48, 817–838 (1980).

27. Xu J.: Price convexity and skewness. J Financ 62, 2521–2552 (2007).

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: 2025-02-28 09:50:18 || Missing content? Let us know