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Short Sale Constraints, Overvaluation, and the Introduction of Options
16 references·11 citing·44 second hop
Short Sale Constraints, Overvaluation, and the Introduction of Options (2004)Short Sale Constraints, Overvaluation, an…Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…Short-Sale Constraints, Differences of Opinion, and Overvaluation (2006)Short-Sale Constraints, Diffe…Short interest, institutional ownership, and stock returns (2005)Short interest, institutional…Hedge Funds and the Technology Bubble (2004)Hedge Funds and the Technolog…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Stocks are special too: an analysis of the equity lending market (2002)Stocks are special too: an an…Short-sale constraints and stock returns (2002)Short-sale constraints and st…Securities lending, shorting, and pricing (2002)Securities lending, shorting,…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)The Upstairs Market for Large…The Behavior of Stock Prices Around Institutional Trades (1995)The Behavior of Stock Prices …Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Options Trading and Stock Price Informativeness (2023)Options Trading and Stock Pri…Accounting conservatism and short selling: Evidence from China (2017)Accounting conservatism and s…How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands (2015)How Do Short-Sale Costs Affec…Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory (2014)Short sale constraints, diver…Credit default swaps and the market for sovereign debt (2014)Credit default swaps and the …What Does Stock Ownership Breadth Measure? (2012)What Does Stock Ownership Bre…The impact of naked short selling on the securities lending and equity market (2011)The impact of naked short sel…The Effects of Stock Lending on Security Prices: An Experiment (2011)The Effects of Stock Lending …Failures to Deliver, Short Sale Constraints, and Stock Overvaluation (2011)Failures to Deliver, Short Sa…Trading Options and CDS on Stocks under the Short Sale Ban (2010)Trading Options and CDS on St…Options, short-sale constraints and market efficiency: A new perspective (2010)Options, short-sale constrain…Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Market liquidity as a sentiment indicator (2004)Downside Risk (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The High‐Volume Return Premium (2001)Demand-Based Option Pricing (2005)The Information in Option Volume for Future Stock Prices (2006)The Behavior of Stock-Market Prices (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Market for News (2005)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)The fundamental principles of financial regulation (2009)The Cross-Section of Expected Stock Returns (1992)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Common risk factors in the returns on stocks and bonds (1993)Short sales, institutional investors and the cross-section of stock returns (2005)Efficient Capital Markets: II (1991)The Limits of Arbitrage (1995)Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Prospect theory: An analysis of decision under risk (1988)Up Close and Personal: Investor Sophistication and the Disposition Effect (2006)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Housing supply and housing bubbles (2008)On Persistence in Mutual Fund Performance (1997)Which Shorts Are Informed? (2007)Short-Sale Strategies and Return Predictability (2008)Short Selling and the Price Discovery Process (2012)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)
this work references cited by second hop

References

  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 2002Breadth of ownership and stock returns1,175 cited
  • 2004Hedge Funds and the Technology Bubble1,104 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 2005Short interest, institutional ownership, and stock returns1,012 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2002Short-sale constraints and stock returns899 cited
  • 2007Efficiency and the Bear: Short Sales and Markets Around the World821 cited
  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects601 cited
  • 2006Short-Sale Constraints, Differences of Opinion, and Overvaluation563 cited
  • 2002

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Stocks are special too: an analysis of the equity lending market
546 cited

Cited by

  • 2010Options, short-sale constraints and market efficiency: A new perspective57 cited
  • 2015How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands51 cited
  • 2012What Does Stock Ownership Breadth Measure?50 cited
  • 2014Credit default swaps and the market for sovereign debt50 cited
  • 2023Options Trading and Stock Price Informativeness46 cited
  • 2011Failures to Deliver, Short Sale Constraints, and Stock Overvaluation38 cited
  • 2010Trading Options and CDS on Stocks under the Short Sale Ban38 cited
  • 2011The Effects of Stock Lending on Security Prices: An Experiment38 cited
  • 2017Accounting conservatism and short selling: Evidence from China35 cited
  • 2011The impact of naked short selling on the securities lending and equity market31 cited
  • 2014Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory30 cited