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What Determines the Level of Short-Selling Activity?
16 references·1 citing·48 second hopsampled
What Determines the Level of Short-Selling Activity? (2007)What Determines the Level of Short-Sellin…Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…What Drives the S&P 500 Inclusion Effect? An Analytical Survey (2006)What Drives the S&P 500 Inclu…Stock Liquidity and Investment Opportunities: Evidence from Index Additions (2006)Stock Liquidity and Investmen…Short interest, institutional ownership, and stock returns (2005)Short interest, institutional…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2005)Estimating Standard Errors in…Price Pressure around Mergers (2004)Price Pressure around MergersThe liquidity effects of revisions to the S&P 500 index: an empirical analysis (2003)The liquidity effects of revi…S&P 500 Index Additions and Earnings Expectations (2003)S&P 500 Index Additions and E…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…Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints (2001)Why Do Option Introductions D…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Options, Short Sales, and Market Completeness (1993)Options, Short Sales, and Mar…Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks (1993)Liquidity Effects of the Intr…Short Interest: Explanations and Tests (1990)Short Interest: Explanations …Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Do individual short-sellers make money? Evidence from Korea (2017)Do individual short-sellers m…The Pricing of Options and Corporate Liabilities (1973)Risk Aversion in the Small and in the Large (1976)Using daily stock returns (1985)Measuring Investors' Opinion Divergence (2009)Shackling Short Sellers: The 2008 Shorting Ban (2013)Short Selling Risk (2013)Option pricing: A simplified approach (1979)The relationship between return and market value of common stocks (1981)Limited arbitrage and short sales restrictions: evidence from the options markets (2004)It's SHO Time! Short‐Sale Price Tests and Market Quality (2009)Short interest and stock price crash risk (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)The theory and practice of econometrics (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Investor psychology in capital markets: evidence and policy implications (2002)Short-Sale Strategies and Return Predictability (2008)Short Selling and the Price Discovery Process (2012)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Anomalies and Market Efficiency (2002)The bond/old-bond spread (2002)Valuation in Over-the-Counter Markets (2007)Do Demand Curves for Stocks Slope Down? (1986)Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Differences of Opinion and the Cross Section of Stock Returns (2002)Do Stock Investors Value Corporate Sustainability? Evidence from an Event Study (2010)Regression Discontinuity and the Price Effects of Stock Market Indexing (2014)Does corporate social responsibility create shareholder value? The importance of long-term investors (2017)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Asset Fire Sales and Purchases and the International Transmission of Funding Shocks (2012)Investors' Horizons and the Amplification of Market Shocks (2013)Failure and Success in Mergers and Acquisitions (2019)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Which Shorts Are Informed? (2007)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Bad Beta, Good Beta (2004)Liquidity Risk and Expected Stock Returns (2001)Stock market liquidity and firm value☆ (2009)Understanding commonality in liquidity around the world (2011)
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References

  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2002The market for borrowing stock1,161 cited
  • 2005Short interest, institutional ownership, and stock returns1,012 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects949 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2002Stocks are special too: an analysis of the equity lending market546 cited
  • 1993Options, Short Sales, and Market Completeness463 cited
  • 2004Price Pressure around Mergers426 cited
  • 2003S&P 500 Index Additions and Earnings Expectations371 cited
  • 2001Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints360 cited
  • 2003The liquidity effects of revisions to the S&P 500 index: an empirical analysis259 cited
  • 2005Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches258 cited
  • 1990Short Interest: Explanations and Tests210 cited
  • 2006Stock Liquidity and Investment Opportunities: Evidence from Index Additions123 cited
  • 1993Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks107 cited

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  • 2006What Drives the S&P 500 Inclusion Effect? An Analytical Survey106 cited
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    • 2017Do individual short-sellers make money? Evidence from Korea31 cited