1. .

   Full description at Econpapers || Download paper

2. Daily short selling around reverse stock splits. (2023). Voges, Ryan ; Griffith, Todd G ; Cox, Justin S ; Blau, Benjamin M.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000307.

   Full description at Econpapers || Download paper

3. Co-illiquidity management. (2023). Rzenik, Aleksandra ; Massa, Massimo ; Hvidkjar, Soren.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000968.

   Full description at Econpapers || Download paper

4. When China strikes: Quantifying Australian companies stock price responses to Chinas trade restrictions. (2023). Zhang, Wendong ; Xiong, Tao ; Zhao, Fangxiao.
   In: Australian Journal of Agricultural and Resource Economics.
   RePEc:bla:ajarec:v:67:y:2023:i:4:p:636-671.

   Full description at Econpapers || Download paper

5. Does short sales deregulation affect qualitative information disclosure?. (2023). Chan, Kam C ; He, Jie.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1351-1380.

   Full description at Econpapers || Download paper

6. Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio.
   In: Working Papers.
   RePEc:aoz:wpaper:116.

   Full description at Econpapers || Download paper

7. Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio.
   In: Working Papers.
   RePEc:aoz:wpaper:108.

   Full description at Econpapers || Download paper

8. .

   Full description at Econpapers || Download paper

9. Stock price manipulation, short-sale constraints, and breadth-return relationship. (2021). Sun, Zhenzhen ; Lv, Dayong ; Cao, Zhiqi.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000639.

   Full description at Econpapers || Download paper

10. Short selling and future cash flow predictability of capital investment: Evidence from Australia. (2021). Jia, Jing ; Jiang, Haiyan.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:17:y:2021:i:1:s1815566920300382.

    Full description at Econpapers || Download paper

11. Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

    Full description at Econpapers || Download paper

12. The Russia-Saudi Arabia oil price war during the COVID-19 pandemic. (2021). Bao, Yukun ; Xiong, Tao ; Ma, Richie Ruchuan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003984.

    Full description at Econpapers || Download paper

13. Supply and demand shifts of shorts before Fed announcements during QE1–QE3. (2021). Neely, Christopher ; Planchon, Jade ; McInish, Thomas.
    In: Economics Letters.
    RePEc:eee:ecolet:v:200:y:2021:i:c:s016517652030478x.

    Full description at Econpapers || Download paper

14. International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15746.

    Full description at Econpapers || Download paper

15. Supply and demand shifts of shorts before Fed announcements during QE1–QE3. (2020). Neely, Christopher ; McInish, Thomas ; Planchon, Jade.
    In: Working Papers.
    RePEc:fip:fedlwp:89221.

    Full description at Econpapers || Download paper

16. Shorting flows, public disclosure, and market efficiency. (2020). Wang, Xue ; Zheng, Lingling ; Yan, Xuemin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:191-212.

    Full description at Econpapers || Download paper

17. Biased short: Short sellers disposition effect and limits to arbitrage. (2020). Massa, Massimo ; von Beschwitz, Bastian.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:49:y:2020:i:c:s1386418118302453.

    Full description at Econpapers || Download paper

18. Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment. (2020). Deng, Xiaohu ; Kim, Jeong-Bon ; Gao, Lei.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:60:y:2020:i:c:s092911991830470x.

    Full description at Econpapers || Download paper

19. Short‐sale constraints and informational efficiency to private information: A natural experiment. (2020). Mi, Hae.
    In: The Financial Review.
    RePEc:bla:finrev:v:55:y:2020:i:4:p:625-643.

    Full description at Econpapers || Download paper

20. Short?selling and cost of equity: evidence from China. (2020). Lu, Siqi ; Hu, Ning ; Ye, Jianfang ; Ma, Tao.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:4:p:3681-3707.

    Full description at Econpapers || Download paper

21. Short selling and financial reporting quality: Evidence from Chinese AH shares. (2019). Chen, Jun ; Jiang, Haiyan.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:15:y:2019:i:1:p:118-130.

    Full description at Econpapers || Download paper

22. Short sales constraints and stock returns: How do the regulations fare?. (2019). Bremer, Marc ; Kato, Hideaki Kiyoshi ; Rahim, Mostafa Saidur.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:54:y:2019:i:c:s0889158319300401.

    Full description at Econpapers || Download paper

23. Put-call parity violations and return predictability: Evidence from the 2008 short sale ban. (2019). Rompolis, Leonidas S ; Nishiotis, George P.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:106:y:2019:i:c:p:276-297.

    Full description at Econpapers || Download paper

24. Down but not out: Plenty of returns available for shorted down stocks. (2019). Li, Bob ; Galariotis, Emilios ; Chai, Daniel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:296-306.

    Full description at Econpapers || Download paper

25. Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley .
    In: Financial Management.
    RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

    Full description at Econpapers || Download paper

26. Eficacia de las prohibiciones de las ventas en corto en España || Effectiveness of Short Sales Bans in Spain. (2018). Author-Email, Juan Gabriel ; Martinez, Raul Gomez .
    In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
    RePEc:pab:rmcpee:v:26:y:2018:i:1:p:250-268.

    Full description at Econpapers || Download paper

27. The monitoring of short selling: Evidence from China. (2018). Deng, Xiaohu ; Gao, Lei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:43:y:2018:i:c:p:68-78.

    Full description at Econpapers || Download paper

28. Margins on short sales and equilibrium price indeterminacy. (2018). Ma, Chenghu ; Xu, Yifan ; Hu, Jianqiang.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:74:y:2018:i:c:p:79-92.

    Full description at Econpapers || Download paper

29. Are short-sales constraints binding when there is a centralized lendable securities market? Evidence from Japan. (2018). Rahim, Mostafa Saidur ; Kato, Hideaki Kiyoshi ; Bremer, Marc .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:48:y:2018:i:c:p:85-96.

    Full description at Econpapers || Download paper

30. How does short selling affect liquidity in financial markets?. (2018). Blau, Benjamin M ; Whitby, Ryan J.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:244-250.

    Full description at Econpapers || Download paper

31. A Comparative Study on the Information Effect of Stock Lending and Borrowing and Short Selling between the Korea Stock Exchange and the New Stock Exchange. (2018). Kwak, Youngsik ; Cho, Yeongsuk.
    In: American Journal of Economics and Business Administration.
    RePEc:abk:jajeba:ajebasp.2018.11.21.

    Full description at Econpapers || Download paper

32. INDIVIDUAL FOREIGN EXCHANGE INVESTORS, RETURN PREDICTABILITY AND MARKET TIMING. (2017). Abuelfadl, Moustafa.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500014.

    Full description at Econpapers || Download paper

33. Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts. (2017). Neely, Christopher ; McInish, Thomas ; Planchon, Jade.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-031.

    Full description at Econpapers || Download paper

34. Third-party consequences of short-selling threats: The case of auditor behavior. (2017). Hope, Ole-Kristian ; Zhao, Wuyang ; Hu, Danqi .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:63:y:2017:i:2:p:479-498.

    Full description at Econpapers || Download paper

35. Short on drugs: Short selling during the drug development process. (2017). Berkman, Henk ; Eugster, Marco .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:33:y:2017:i:c:p:102-123.

    Full description at Econpapers || Download paper

36. Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2016). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan .
    In: Discussion Papers.
    RePEc:zbw:bubdps:252016.

    Full description at Econpapers || Download paper

37. Derivatives, Short Selling and US Equity and Bond Mutual Funds. (2016). Dezfouli, Kaveh Moradi ; Kryzanowski, Lawrence.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:06:y:2016:i:01:n:s2010139216400024.

    Full description at Econpapers || Download paper

38. Short selling and exchange-traded funds returns: evidence from the London Stock Exchange. (2016). Mohamad, Azhar ; Goddard, John ; Jaafar, Aziz .
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:2:p:152-164.

    Full description at Econpapers || Download paper

39. Price discovery in the CDS market: the informational role of equity short interest. (2016). Griffin, Paul A ; Kim, Jeong-Bon ; Hong, Hyun A.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:21:y:2016:i:4:d:10.1007_s11142-016-9364-0.

    Full description at Econpapers || Download paper

40. 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

41. Short Sale and Index Futures Mispricing: Evidence from the Warsaw Stock Exchange. (2016). Marcinkiewicz, Edyta .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2016:y:2016:i:5:id:579:p:547-559.

    Full description at Econpapers || Download paper

42. Revealing Shorts An Examination of Large Short Position Disclosures. (2016). Jones, Charles M ; Waller, William ; Reed, Adam V.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:29:y:2016:i:12:p:3278-3320..

    Full description at Econpapers || Download paper

43. The dynamic relation between options trading, short selling, and aggregate stock returns. (2016). Mauck, Nathan ; DeLisle, Jared ; Lee, BongSoo .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0516-2.

    Full description at Econpapers || Download paper

44. 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.

    Full description at Econpapers || Download paper

45. Short selling meets hedge fund 13F: An anatomy of informed demand. (2016). Zhang, Hong ; Massa, Massimo ; Jiao, Yawen .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:544-567.

    Full description at Econpapers || Download paper

46. Short selling, margin trading, and the incorporation of new information into prices. (2016). Chen, Jun ; Yang, Ting ; Kadapakkam, Palani-Rajan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:1-17.

    Full description at Econpapers || Download paper

47. Informed short selling, fails-to-deliver, and abnormal returns. (2016). Stratmann, Thomas ; Welborn, John W.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:81-102.

    Full description at Econpapers || Download paper

48. Short Selling in the Tails. (2016). Veredas, David ; Geraci, Marco Valerio ; Garbaravicius, Tomas .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/235546.

    Full description at Econpapers || Download paper

49. Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?. (2016). Blau, Benjamin ; Wade, Chip ; Liebenberg, Andre.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:2:p:475-500.

    Full description at Econpapers || Download paper

50. Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1515.

    Full description at Econpapers || Download paper

51. Are put-call ratios a substitute for short sales?. (2015). Blau, Benjamin ; Brough, Tyler .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:1:p:51-73.

    Full description at Econpapers || Download paper

52. Short Selling and Price Pressure Around Merger Announcements. (2015). Blau, Benjamin ; Wade, Chip ; Fuller, Kathleen.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:48:y:2015:i:2:p:143-160.

    Full description at Econpapers || Download paper

53. Biased Shorts: Short sellers’ Disposition Effect and Limits to Arbitrage. (2015). Massa, Massimo ; von Beschwitz, Bastian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1147.

    Full description at Econpapers || Download paper

54. Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales. (2015). DeLisle, Jared ; Blau, Benjamin ; Price, McKay S..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:31:y:2015:i:c:p:203-219.

    Full description at Econpapers || Download paper

55. 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

56. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Zhang, Hong ; Jiao, Yawen ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10471.

    Full description at Econpapers || Download paper

57. THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES. (2014). Hudson, Robert ; Soufian, Mona ; Manahov, Viktor.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:21:y:2014:i:1:p:1-18.

    Full description at Econpapers || Download paper

58. Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts. (2014). McInish, Thomas ; devos, erik ; McKenzie, Michael ; Upson, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:4:p:454-476.

    Full description at Econpapers || Download paper

59. 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

60. Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory. (2014). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:113-127.

    Full description at Econpapers || Download paper

61. Short sales and class-action lawsuits. (2014). Blau, Benjamin ; Tew, Philip L..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:20:y:2014:i:c:p:79-100.

    Full description at Econpapers || Download paper

62. 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

63. Short-selling bans and institutional investors herding behaviour: Evidence from the global financial crisis. (2014). Siklos, Pierre ; Klein, Arne C. ; Bohl, Martin T..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:262-269.

    Full description at Econpapers || Download paper

64. Short Sales and Option Listing Decisions. (2014). Blau, Benjamin ; Brough, Tyler J..
    In: Financial Management.
    RePEc:bla:finmgt:v:43:y:2014:i:3:p:703-724.

    Full description at Econpapers || Download paper

65. Comparing the information in short sales and put options. (2013). Blau, Benjamin ; Wade, Chip.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:41:y:2013:i:3:p:567-583.

    Full description at Econpapers || Download paper

66. Banks, Bears, and the Financial Crisis. (2013). Bailey, Warren ; Zheng, Lin.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:44:y:2013:i:1:p:1-51.

    Full description at Econpapers || Download paper

67. Informed short sales and option introductions. (2013). Blau, Benjamin.
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:3:p:365-382.

    Full description at Econpapers || Download paper

68. 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

69. 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

70. 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

71. Short selling and stock returns: Evidence from the UK. (2013). Wells, Jo ; Hodgkinson, Lynn ; Jaafar, Aziz ; Mohamad, Azhar.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:45:y:2013:i:2:p:125-137.

    Full description at Econpapers || Download paper

72. 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

73. 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

74. Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A.
    In: Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30..

    Full description at Econpapers || Download paper

75. 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

76. 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

77. 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

78. 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

79. 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

80. 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

81. 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

82. 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

83. 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

84. 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

85. The determinants of short selling: evidence from the Hong Kong equity market. (2012). Henry, Ólan ; McKenzie, Michael .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:52:y:2012:i::p:183-216.

    Full description at Econpapers || Download paper

86. 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

87. Information in short selling: Comparing Nasdaq and the NYSE. (2011). van Ness, Robert A ; Blau, Benjamin M.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:20:y:2011:i:1:p:1-10.

    Full description at Econpapers || Download paper

88. 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

89. 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

90. 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

91. 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

92. 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

93. Liquidity and Efficiency During Unusual Market Conditions: An Analysis of Short Selling Restrictions and Expiration-Day Procedures on the London Stock Exchange. (2010). Clifton, Matthew .
    In: PhD Thesis.
    RePEc:uts:finphd:3-2010.

    Full description at Econpapers || Download paper

94. Liquidity and Efficiency During Unusual Market Conditions: An Analysis of Short Selling Restrictions and Expiration-Day Procedures on the London Stock Exchange. (2010). Clifton, Matthew .
    In: PhD Thesis.
    RePEc:uts:finphd:14.

    Full description at Econpapers || Download paper

95. 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

96. 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

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

99. Short-Sellers and Short Covering. (2009). Pyatigorskaya, Tatiana ; Moles, Peter ; Clunie, James .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:13:y:2009:i:3-4:p:265-292.

    Full description at Econpapers || Download paper

100. 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

101. 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

102. 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

103. 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

104. 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

105. Short Selling and the Weekend Effect for NYSE Securities. (2009). Blau, Benjamin ; Van Ness, Robert A..
     In: Financial Management.
     RePEc:bla:finmgt:v:38:y:2009:i:3:p:603-630.

     Full description at Econpapers || Download paper

106. Market Data Resources for Researchers: The SIRCA Data Repository. (2009). Peat, Maurice.
     In: Australian Economic Review.
     RePEc:bla:ausecr:v:42:y:2009:i:4:p:490-495.

     Full description at Econpapers || Download paper

107. 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

108. 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

109. 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

110. 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

111. Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita. (2008). Blau, Benjamin ; Wade, Chip ; Van Ness, Robert A..
     In: Journal of Risk & Insurance.
     RePEc:bla:jrinsu:v:75:y:2008:i:4:p:967-996.

     Full description at Econpapers || Download paper

112. Why do Convertible Issuers simultaneously Repurchase Stock? An Arbitrage-based Explanation.. (2008). Dutordoir, Marie ; Verwijmeren, Patrick.
     In: Working Papers.
     RePEc:bbe:wpaper:0802.

     Full description at Econpapers || Download paper

113. 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

114. 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

115. Effectiveness and Market Reaction to the Stock Exchanges Inquiry in Australia. (2007). Gong, Ning.
     In: Journal of Business Finance & Accounting.
     RePEc:bla:jbfnac:v:34:y:2007:i:7-8:p:1141-1168.

     Full description at Econpapers || Download paper

116. 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

117. Short selling restrictions and market completeness: the Malaysian experience. (2006). Ariff, Mohamed ; Lamba, Asjeet S..
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:16:y:2006:i:5:p:385-393.

     Full description at Econpapers || Download paper

118. Discussion of Short Sales Constraints and Momentum in Stock Returns. (2006). Thomas, Steve.
     In: Journal of Business Finance & Accounting.
     RePEc:bla:jbfnac:v:33:y:2006:i:3-4:p:616-631.

     Full description at Econpapers || Download paper

119. 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

120. 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

121. 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

122. 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

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

     Full description at Econpapers || Download paper

124. 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

125. 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

126. 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

127. Securities lending, shorting, and pricing. (2002). Pedersen, Lasse ; Duffie, Darrell ; Darrell, Duffie ; Heje, Pedersen Lasse ; Nicolae, Garleanu.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:307-339.

     Full description at Econpapers || Download paper

128. Short-sale constraints and stock returns. (2002). Lamont, Owen ; Jones Charles M., ; Lamont Owen A., .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:207-239.

     Full description at Econpapers || Download paper

129. An Investigation of the Informational Role of Short Interest in the Nasdaq Market. (2002). Desai, Hemang.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:57:y:2002:i:5:p:2263-2287.

     Full description at Econpapers || Download paper

130. Short Sale Constraints and Stock Returns. (2001). Lamont, Owen ; Jones, Charles M..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8494.

     Full description at Econpapers || Download paper

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

     Full description at Econpapers || Download paper

This document has not been processed yet.

You may help us by submiting the list of references

      This document has not co-citation data yet.

Report date: 2025-02-28 04:14:59 || Missing content? Let us know