-
1
-
-
84930863513
-
Prior uncertainty, analyst bias, and subsequent abnormal returns
-
Ackert, L. F., and G. Athanassakos. "Prior Uncertainty, Analyst Bias, and Subsequent Abnormal Returns." Journal of Financial Research, 20 (1997), 263-273.
-
(1997)
Journal of Financial Research
, vol.20
, pp. 263-273
-
-
Ackert, L.F.1
Athanassakos, G.2
-
2
-
-
0004074032
-
An empirical investigation of short interest
-
Harvard Business School
-
Asquith, P., and L. Meulbroek. "An Empirical Investigation of Short Interest." Working Paper, Harvard Business School (1995).
-
(1995)
Working Paper
-
-
Asquith, P.1
Meulbroek, L.2
-
3
-
-
0042170110
-
The long-run stock performance following dividend initiations and resumptions: Underreaction or product of chance?
-
Boehme, R. D., and S. M. Sorescu. "The Long-Run Stock Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?" Journal of Finance, 57 (2002), 871-900.
-
(2002)
Journal of Finance
, vol.57
, pp. 871-900
-
-
Boehme, R.D.1
Sorescu, S.M.2
-
5
-
-
36749092418
-
Using daily stock returns: The case of event studies
-
Brown, S., and J. Warner. "Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics, 14 (1985), 3-31.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 3-31
-
-
Brown, S.1
Warner, J.2
-
6
-
-
0002624840
-
On the persistence in mutual fund performance
-
Carhart, M. "On the Persistence in Mutual Fund Performance." Journal of Finance, 52 (1997), 57-82.
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.1
-
9
-
-
0035732388
-
Why do option introductions depress stock prices? A study of diminishing short-sale constraints
-
Danielsen, B. R., and S. M. Sorescu. "Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short-Sale Constraints." Journal of Financial and Quantitative Analysis, 36 (2001), 451-484.
-
(2001)
Journal of Financial and Quantitative Analysis
, vol.36
, pp. 451-484
-
-
Danielsen, B.R.1
Sorescu, S.M.2
-
10
-
-
0002078678
-
The market for borrowing stock
-
D'Avolio, G. "The Market for Borrowing Stock." Journal of Financial Economics, 66 (2002), 271-306.
-
(2002)
Journal of Financial Economics
, vol.66
, pp. 271-306
-
-
D'Avolio, G.1
-
11
-
-
0042671323
-
An investigation of the informational role of short interest in the nasdaq market
-
Desai, H.; K. Ramesh; S. R. Thiagarajan; and B. V. Balachandran. "An Investigation of the Informational Role of Short Interest in the Nasdaq Market." Journal of Finance, 57 (2002), 2263-2287.
-
(2002)
Journal of Finance
, vol.57
, pp. 2263-2287
-
-
Desai, H.1
Ramesh, K.2
Thiagarajan, S.R.3
Balachandran, B.V.4
-
12
-
-
0001675669
-
Constraints on short-selling and asset price adjustment to private informaition
-
Diamond, D. W., and R. E. Verrecchia. "Constraints on Short-Selling and Asset Price Adjustment to Private Informaition." Journal of Financial Economics, 18 (1987), 277-312.
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 277-312
-
-
Diamond, D.W.1
Verrecchia, R.E.2
-
13
-
-
0041669468
-
Differences of opinion and the cross-section of stock returns
-
Diether, K. B.; C. J. Malloy; and A. Scherbina. "Differences of Opinion and the Cross-Section of Stock Returns." Journal of Finance, 57 (2002), 2113-2141.
-
(2002)
Journal of Finance
, vol.57
, pp. 2113-2141
-
-
Diether, K.B.1
Malloy, C.J.2
Scherbina, A.3
-
14
-
-
0000883258
-
Securities lending, shorting, and pricing
-
Duffie, D.; N. Garleanu; and L. H. Pedersen. "Securities Lending, Shorting, and Pricing." Journal of Financial Economics, 66 (2002), 307-339.
-
(2002)
Journal of Financial Economics
, vol.66
, pp. 307-339
-
-
Duffie, D.1
Garleanu, N.2
Pedersen, L.H.3
-
15
-
-
33745002112
-
Failure is an option: Impediments to short-selling and option prices
-
Univ. of North Carolina
-
Evans, R. B.; C. C. Geczy; D. K. Musto; and A. V. Reed. "Failure is an Option: Impediments to Short-Selling and Option Prices." Working Paper, Univ. of North Carolina (2003).
-
(2003)
Working Paper
-
-
Evans, R.B.1
Geczy, C.C.2
Musto, D.K.3
Reed, A.V.4
-
16
-
-
0346207692
-
Market efficiency, long-term returns and behavioral finance
-
Fama, E. "Market Efficiency, Long-Term Returns and Behavioral Finance." Journal of Financial Economics, 49 (1998), 283-306.
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 283-306
-
-
Fama, E.1
-
17
-
-
38549147867
-
Common risk factors in returns on stocks and bonds
-
Fama, E., and K. French. "Common Risk Factors in Returns on Stocks and Bonds." Journal of Financial Economics, 33 (1993), 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.1
French, K.2
-
18
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
Fama, E., and K. French. "Multifactor Explanations of Asset Pricing Anomalies." Journal of Finance, 51 (1996), 55-84.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-84
-
-
Fama, E.1
French, K.2
-
19
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
Fama, E., and J. MacBeth. "Risk, Return, and Equilibrium: Empirical Tests." Journal of Political Economy, 81 (1973), 607-636.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.1
MacBeth, J.2
-
20
-
-
84974486861
-
The informational effects of restrictions on short sales: Some empirical evidence
-
Figlewski, S. "The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence." Journal of Financial and Quantitative Analysis, 16 (1981), 463-476.
-
(1981)
Journal of Financial and Quantitative Analysis
, vol.16
, pp. 463-476
-
-
Figlewski, S.1
-
21
-
-
84993650709
-
Options, short sales, and market completeness
-
Figlewski, S., and G. P. Webb. "Options, Short Sales, and Market Completeness." Journal of Finance, 48 (1993), 761-777.
-
(1993)
Journal of Finance
, vol.48
, pp. 761-777
-
-
Figlewski, S.1
Webb, G.P.2
-
23
-
-
21344493808
-
Differences of opinion make a horse race
-
Harris, M., and A. Raviv. "Differences of Opinion Make a Horse Race." Review of Financial Studies, 6 (1993), 473-506.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 473-506
-
-
Harris, M.1
Raviv, A.2
-
24
-
-
33745317050
-
Constrained short selling and the probability of informed trade
-
Univ. of Washington
-
Henry, T. R. "Constrained Short Selling and the Probability of Informed Trade." Working Paper, Univ. of Washington (2004).
-
(2004)
Working Paper
-
-
Henry, T.R.1
-
25
-
-
22644439271
-
Asset float and speculative bubbles
-
Princeton Univ.
-
Hong, H.; J. Scheinkman; and W. Xiong. "Asset Float and Speculative Bubbles." Working Paper, Princeton Univ. (2004).
-
(2004)
Working Paper
-
-
Hong, H.1
Scheinkman, J.2
Xiong, W.3
-
26
-
-
84977408304
-
Heterogeneous expectations, restrictions on short sales, and equilibrium asset prices
-
Jarrow, R. "Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices." Journal of Finance, 35 (1980), 1105-1113.
-
(1980)
Journal of Finance
, vol.35
, pp. 1105-1113
-
-
Jarrow, R.1
-
28
-
-
21844494968
-
Transactions, volume, and volatility
-
Jones, C. M.; G. Kaul; and M. L. Lipson. "Transactions, Volume, and Volatility." Review of Financial Studies, 7 (1994), 631-651.
-
(1994)
Review of Financial Studies
, vol.7
, pp. 631-651
-
-
Jones, C.M.1
Kaul, G.2
Lipson, M.L.3
-
29
-
-
84916929634
-
Risk, uncertainty, and divergence of opinion
-
Miller, E. M. "Risk, Uncertainty, and Divergence of Opinion." Journal of Finance, 32 (1977), 1151-1168.
-
(1977)
Journal of Finance
, vol.32
, pp. 1151-1168
-
-
Miller, E.M.1
-
30
-
-
0039372633
-
Managerial decisions and long-term stock price performance
-
Mitchell, M., and E. Stafford. "Managerial Decisions and Long-Term Stock Price Performance." Journal of Business, 73 (2000), 287-329.
-
(2000)
Journal of Business
, vol.73
, pp. 287-329
-
-
Mitchell, M.1
Stafford, E.2
-
31
-
-
21144464942
-
Volume, volatility, and the dispersion of beliefs
-
Shalen, C. T. "Volume, Volatility, and the Dispersion of Beliefs." Review of Financial Studies, 6 (1993), 405-134.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 405-1134
-
-
Shalen, C.T.1
-
32
-
-
0007790397
-
The effect of options on stock prices: 1973-1995
-
Sorescu, S. "The Effect of Options on Stock Prices: 1973-1995." Journal of Finance, 55 (2000), 487-514.
-
(2000)
Journal of Finance
, vol.55
, pp. 487-514
-
-
Sorescu, S.1
-
33
-
-
0034367589
-
Herding among security analysts
-
Welch, I. "Herding among Security Analysts." Journal of Financial Economics, 58 (2000), 369-396.
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 369-396
-
-
Welch, I.1
|