Aggregate short interest and market valuations

American Economic Review

Volumn 94, Issue 2, 2004, Pages 29-32

  Lamont, Owen A ^a   Stein, Jeremy C ^b  

^a YALE UNIVERSITY   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4043075627     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/0002828041301759     Document Type: Conference Paper

References (11)

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2. Chen, Joseph; Hong, Harrison and Stein, Jeremy. "Breadth of Ownership and Stock Returns." Journal of Financial Economics, November 2002, 66(2-3), pp. 171-205.
3. D'Avolio, Gene. "The Market for Borrowing Stock." Journal of Financial Economics, November 2002, 66(2-3), pp. 271-306.
4. Dechow, Patricia; Hutton, Amy; Meulbroek, Lisa and Sloan, Richard. "Short-sellers, Fundamental Analysis, and Stock Returns." Journal of Financial Economics, July 2001, 61(1), pp. 77-106.
5. Griffin, John; Harris, Jeffrey and Topaloglu, Selim. "Investor Behavior over the Rise and Fall of NASDAQ." Working paper, Yale University, 2003.
6. Jones, Charles and Lamont, Owen. "Short Sale Constraints and Stock Returns." Journal of Financial Economics, November 2002, 66(2-3), pp. 207-39.
7. Lamont, Owen and Thaler, Richard. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs." Journal of Political Economy, April 2003, 111(2), pp. 227-68.
8. Meeker, J. Edward. Short selling. New York: Harper Brothers, 1932.
9. Ofek, Eli and Richardson, Matthew. "DotCom Mania: The Rise and Fall of Internet Stock Prices." Journal of Finance, June 2003, 58(3), pp. 1113-38.
10. Shleifer, Andrei and Vishny, Robert. "The Limits of Arbitrage." Journal of Finance, March 1997, 52(1), pp. 35-53.
11. Stein, Jeremy. "Why Are Most Funds Open-End? Competition and the Limits of Arbitrage." Working paper, Harvard University, 2003.