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Can Short Restrictions Result in More Informed Short Selling? Evidence from the 2008 Regulations
16 references·0 citing·34 second hop
Can Short Restrictions Result in More Informed Short Selling? Evidence from the 2008 Regulations (2009)Can Short Restrictions Result in More Inf…Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…Short Selling and the Price Discovery Process (2012)Short Selling and the Price D…Which Shorts Are Informed? (2007)Which Shorts Are Informed?Supply and Demand Shifts in the Shorting Market (2007)Supply and Demand Shifts in t…Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…Stock price reaction to public and private information (2006)Stock price reaction to publi…Short interest, institutional ownership, and stock returns (2005)Short interest, institutional…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…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…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…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)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Market liquidity and volume around earnings announcements (1994)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Short-Sale Strategies and Return Predictability (2008)Institutional Investors and the Informational Efficiency of Prices (2009)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Bad Beta, Good Beta (2004)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)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

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2002The market for borrowing stock1,161 cited
  • 2005Short interest, institutional ownership, and stock returns1,012 cited
  • 2007Which Shorts Are Informed?966 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects949 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
  • 2012Short Selling and the Price Discovery Process737 cited
  • 2002Stocks are special too: an analysis of the equity lending market546 cited
  • 2007Supply and Demand Shifts in the Shorting Market478 cited
  • 2006Stock price reaction to public and private information

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