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Failure is an Option: Impediments to Short Selling and Options Prices · Study

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PreprintFailure is an Option: Impediments to Short Selling and Options Prices

Richard B. Evans2003

OA

Preprintgreen2003

Failure is an Option: Impediments to Short Selling and Options Prices

Richard B. Evans · Adam V. Reed · Christopher Charles Geczy · David K. Musto

62 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

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References

1973The Pricing of Options and Corporate Liabilities 1973Risk, Return, and Equilibrium: Empirical Tests 1979Option pricing: A simplified approach 1983The market for corporate control 1997Empirical Performance of Alternative Option Pricing Models 1987Constraints on short-selling and asset price adjustment to private information 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options 1998Implied Volatility Functions: Empirical Tests

Cited by

2004Short Sale Constraints, Overvaluation, and the Introduction of Options 2004The relationship between short interest and stock returns in the Canadian market 2005Strategic delivery failures in U.S. equity markets 2010Options, short-sale constraints and market efficiency: A new perspective 2009A Dynamic Model for Hard-to-Borrow Stocks 2015Notes on Bonds: Liquidity at All Costs in the Great Recession

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Failure Is an Option: Impediments to Short Selling and Options Pricesarticle · 32 shared references 2005Supply and Demand Shifts in the Shorting Marketpreprint · 12 shared references 2002Costly short -selling and stock price adjustment to earnings announcementsother · 11 shared references 2013Short Sellingreview · 11 shared references 2012Shorting Restrictions: Revisiting the 1930sarticle · 11 shared references 2005Can Short-Sellers Predict Returns? Daily Evidencepreprint · 11 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations62

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.423881

openalex_workW1490651925

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