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The value of shorting
12 references·1 citing·43 second hopsampled
The value of shorting (2007)The value of shortingLimited arbitrage and short sales restrictions: evidence from the options markets (2004)Limited arbitrage and short s…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…The early exercise premium in American put option prices (2000)The early exercise premium in…Daily and Intradaily Tests of European Put-Call Parity (1995)Daily and Intradaily Tests of…A Simple Technique for the Valuation and Hedging of American Options (1994)A Simple Technique for the Va…One Market? Stocks, Futures, and Options During October 1987 (1992)One Market? Stocks, Futures, …The Value of Early Exercise in Option Prices: An Empirical Investigation (1991)The Value of Early Exercise i…The behavior of the volatility implicit in the prices of stock index options (1988)The behavior of the volatilit…Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Short-sale constraints and price bubbles (2011)Short-sale constraints and pr…Liquidity and Market Structure (1988)Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets (1990)The Dynamics of Stock Index and Stock Index Futures Returns (1990)Market volatility prediction and the efficiency of the S & P 100 index option market (1992)Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion? (1994)Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash (2016)Fact and Fantasy in the Use of Options (1975)Limited-Dependent and Qualitative Variables in Econometrics. (1985)Expected stock returns and volatility (1987)Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)Nonparametric risk management and implied risk aversion (2000)Deviations from Put-Call Parity and Stock Return Predictability (2010)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Empirical Performance of Alternative Option Pricing Models (1997)Post-'87 crash fears in the S&P 500 futures option market (2000)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)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)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Differences of Opinion and the Cross Section of Stock Returns (2002)Overconfidence and Speculative Bubbles (2003)The Valuation of Corporate Liabilities as Compound Options (1977)Option pricing: A simplified approach (1979)Pricing and Hedging American Options: A Recursive Integration Method (1996)Randomization and the American Put (1998)The Cross-Section of Expected Stock Returns (1992)Short sales, institutional investors and the cross-section of stock returns (2005)The short of it: Investor sentiment and anomalies (2011)… and the Cross-Section of Expected Returns (2015)Common risk factors in the returns on stocks and bonds (1993)The price of sin: The effects of social norms on markets (2009)Stock Volatility and the Crash of '87 (1989)5 Stochastic volatility (1996)The relation between implied and realized volatility (1998)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2002Breadth of ownership and stock returns1,197 cited
  • 1987Efficient Analytic Approximation of American Option Values1,128 cited
  • 2004Limited arbitrage and short sales restrictions: evidence from the options markets435 cited
  • 1995Daily and Intradaily Tests of European Put-Call Parity165 cited
  • 1988The behavior of the volatility implicit in the prices of stock index options164 cited
  • 1992One Market? Stocks, Futures, and Options During October 198766 cited
  • 1994A Simple Technique for the Valuation and Hedging of American Options47 cited
  • 1991The Value of Early Exercise in Option Prices: An Empirical Investigation44 cited
  • 2000The early exercise premium in American put option prices18 cited

Cited by

  • 2011Short-sale constraints and price bubbles16 cited

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