-
2
-
-
77049119021
-
Short sales and trade classification algorithms
-
forthcoming
-
Asquith, P., Oman, R., Safaya, C., 2008. Short sales and trade classification algorithms. Journal of Financial Markets, forthcoming.
-
(2008)
Journal of Financial Markets
-
-
Asquith, P.1
Oman, R.2
Safaya, C.3
-
3
-
-
27244436241
-
Short interest, institutional ownership, and stock returns
-
Asquith P., Pathak P.A., and Ritter J.R. Short interest, institutional ownership, and stock returns. Journal of Financial Economics 78 (2005) 243-276
-
(2005)
Journal of Financial Economics
, vol.78
, pp. 243-276
-
-
Asquith, P.1
Pathak, P.A.2
Ritter, J.R.3
-
4
-
-
33745315274
-
Short sale constraints, differences of opinion, and overvaluation
-
Boehme R.D., Danielsen B.R., and Sorescu S.M. Short sale constraints, differences of opinion, and overvaluation. Journal of Financial and Quantitative Analysis 41 (2006) 455-487
-
(2006)
Journal of Financial and Quantitative Analysis
, vol.41
, pp. 455-487
-
-
Boehme, R.D.1
Danielsen, B.R.2
Sorescu, S.M.3
-
6
-
-
84858082283
-
-
Unpublished working paper, University of Oregon
-
Boehmer, E., Jones, C.M., Zhang, X., 2009. Unshackling short sellers: the repeal of the uptick rule. Unpublished working paper, University of Oregon.
-
(2009)
Unshackling short sellers: The repeal of the uptick rule
-
-
Boehmer, E.1
Jones, C.M.2
Zhang, X.3
-
7
-
-
67650826376
-
Institutional investors and the informational efficiency of prices
-
Boehmer E., and Kelley E. Institutional investors and the informational efficiency of prices. Review of Financial Studies 22 (2009) 3563-3594
-
(2009)
Review of Financial Studies
, vol.22
, pp. 3563-3594
-
-
Boehmer, E.1
Kelley, E.2
-
9
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart M. On persistence in mutual fund performance. Journal of Finance 52 (1997) 57-82
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.1
-
10
-
-
0142188077
-
Role of speculative short sales in price formation: the case of the weekend effect
-
Chen H., and Singal V. Role of speculative short sales in price formation: the case of the weekend effect. Journal of Finance 58 (2003) 685-705
-
(2003)
Journal of Finance
, vol.58
, pp. 685-705
-
-
Chen, H.1
Singal, V.2
-
12
-
-
34548499892
-
Supply and demand shifts in the shorting market
-
Cohen L., Diether K.B., and Malloy C. Supply and demand shifts in the shorting market. Journal of Finance 62 (2007) 2061-2096
-
(2007)
Journal of Finance
, vol.62
, pp. 2061-2096
-
-
Cohen, L.1
Diether, K.B.2
Malloy, C.3
-
14
-
-
0042671323
-
An investigation of the informational role of short interest in the Nasdaq market
-
Desai H., Ramesh K., Thiagarajan S.R., and Balachandran B.V. 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
-
15
-
-
0001675669
-
Constraints on short selling and asset price adjustment to private information
-
Diamond D., and Verrecchia R. Constraints on short selling and asset price adjustment to private information. Journal of Financial Economics 18 (1987) 277-311
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 277-311
-
-
Diamond, D.1
Verrecchia, R.2
-
17
-
-
0042121188
-
Short can be sweet
-
October 2
-
Epstein, G., 1995. Short can be sweet. Barron's, October 2.
-
(1995)
Barron's
-
-
Epstein, G.1
-
18
-
-
38549147867
-
Common risk factors in returns on stocks and bonds
-
Fama E.F., and French K.R. 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.F.1
French, K.R.2
-
19
-
-
84974486861
-
The information effects of restrictions on short sales: some empirical evidence
-
Figlewski S. The information 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
-
20
-
-
44849094590
-
An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy
-
Gallmeyer M., and Hollifield B. An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy. Review of Finance 12 (2008) 323-364
-
(2008)
Review of Finance
, vol.12
, pp. 323-364
-
-
Gallmeyer, M.1
Hollifield, B.2
-
21
-
-
0000774157
-
Stocks are special too: an analysis of the equity lending market
-
Geczy C.C., Musto D.K., and Reed A.V. Stocks are special too: an analysis of the equity lending market. Journal of Financial Economics 66 (2002) 241-269
-
(2002)
Journal of Financial Economics
, vol.66
, pp. 241-269
-
-
Geczy, C.C.1
Musto, D.K.2
Reed, A.V.3
-
22
-
-
33745686518
-
The effect of short selling on bubbles and crashes in experimental spot asset markets
-
Haruvy E., and Noussair C.N. The effect of short selling on bubbles and crashes in experimental spot asset markets. Journal of Finance 61 (2006) 1119-1157
-
(2006)
Journal of Finance
, vol.61
, pp. 1119-1157
-
-
Haruvy, E.1
Noussair, C.N.2
-
23
-
-
0038176749
-
Differences of opinion, short-sale constraints, and market crashes
-
Hong H., and Stein J.C. Differences of opinion, short-sale constraints, and market crashes. Review of Financial Studies 16 (2003) 487-525
-
(2003)
Review of Financial Studies
, vol.16
, pp. 487-525
-
-
Hong, H.1
Stein, J.C.2
-
24
-
-
84916929634
-
Risk, uncertainty and divergence of option
-
Miller E. Risk, uncertainty and divergence of option. Journal of Finance 32 (1977) 1151-1168
-
(1977)
Journal of Finance
, vol.32
, pp. 1151-1168
-
-
Miller, E.1
-
25
-
-
27244452383
-
Great moments in financial economics: III. Short-sales and stock prices
-
Rubinstein M. Great moments in financial economics: III. Short-sales and stock prices. Journal of Investment Management 2 (2004) 16-31
-
(2004)
Journal of Investment Management
, vol.2
, pp. 16-31
-
-
Rubinstein, M.1
-
27
-
-
84863451244
-
Short interest: bearish or bullish
-
Seneca J.J. Short interest: bearish or bullish. Journal of Finance 22 (1967) 67-70
-
(1967)
Journal of Finance
, vol.22
, pp. 67-70
-
-
Seneca, J.J.1
-
29
-
-
0007790397
-
The effect of options on stock prices: 1973-1995
-
Sorescu S.M. 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.M.1
|