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Short Selling, Death Spiral Convertibles, and the Profitability of Stock Manipulation
16 references·0 citing·44 second hop
Short Selling, Death Spiral Convertibles, and the Profitability of Stock Manipulation (2005)Short Selling, Death Spiral Convertibles,…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Can the Market Add and Subtra…The market for borrowing stock (2002)The market for borrowing stockStocks 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,…An Investigation of the Informational Role of Short Interest in the Nasdaq Market (2002)An Investigation of the Infor…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Stock-Price Manipulation (1992)Stock-Price ManipulationInformed Speculation with Imperfect Competition (1989)Informed Speculation with Imp…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Information aggregation in a noisy rational expectations economy (1981)Tests of microstructural hypotheses in the foreign exchange market (1995)Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Information Asymmetry, Information Precision, and the Cost of Capital (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)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)Information Effects on the Bid-Ask Spread (1983)Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)The Limits of Arbitrage (1995)Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Efficiency and the Bear: Short Sales and Markets Around the World (2007)Dividend Policy, Growth, and the Valuation of Shares (1961)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Bad Beta, Good Beta (2004)Short interest, institutional ownership, and stock returns (2005)Which Shorts Are Informed? (2007)Noise Trader Risk in Financial Markets (1990)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2002The market for borrowing stock1,161 cited
  • 1989Informed Speculation with Imperfect Competition963 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2002Short-sale constraints and stock returns899 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs660 cited
  • 2002An Investigation of the Informational Role of Short Interest in the Nasdaq Market633 cited
  • 1992Stock-Price Manipulation623 cited
  • 2002Stocks are special too: an analysis of the equity lending market

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