SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An Investigation of the Informational Role of Short Interest in the Nasdsaq Market
16 references·3 citing·37 second hop
An Investigation of the Informational Role of Short Interest in the Nasdsaq Market (2000)An Investigation of the Informational Rol…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Uniformly least powerful tests of market efficiency (2000)Uniformly least powerful test…Managerial Decisions and Long‐Term Stock Price Performance (2000)Managerial Decisions and Long…Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange (1998)Short Sales Are Almost Instan…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring long-horizon security price performance (1997)Measuring long-horizon securi…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The Limits of Arbitrage (1995)The Limits of ArbitrageShort-Sale Restrictions and Market Reaction to Short-Interest Announcements (1993)Short-Sale Restrictions and M…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Short Interest: Explanations and Tests (1990)Short Interest: Explanations …Equilibrium Short Horizons of Investors and Firms (1990)Equilibrium Short Horizons of…Firm characteristics and analyst following (1989)Firm characteristics and anal…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence (1981)The Informational Effects of …Short Selling and Firm Operating Performance (2014)Short Selling and Firm Operat…Short Selling during Extreme Market Movements (2010)Short Selling during Extreme …Short Selling, Death Spiral Convertibles, and the Profitability of Stock Manipulation (2005)Short Selling, Death Spiral C…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Specification Tests in Econometrics (1978)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Multifactor Explanations of Asset Pricing Anomalies (1996)Does Arbitrage Flatten Demand Curves for Stocks? (2002)An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases (2004)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)The Econometrics of Financial Markets (2012)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Using daily stock returns (1985)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)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 and the Cross Section of Stock Returns (2002)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)An Empirical Evaluation of Accounting Income Numbers (1968)The relationship between return and market value of common stocks (1981)Earnings Innovations, Earnings Persistence, and Stock Returns (1987)Reputation and Performance Among Security Analysts (1992)The Geography of Equity Analysis (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Equity Share in New Issues and Aggregate Stock Returns (2000)Chapter 18 A survey of behavioral finance (2003)Market liquidity as a sentiment indicator (2004)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2000Managerial Decisions and Long‐Term Stock Price Performance1,573 cited
  • 1989Firm characteristics and analyst following1,535 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited
  • 1997Measuring long-horizon security price performance991 cited
  • 2000Uniformly least powerful tests of market efficiency839 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 1990Equilibrium Short Horizons of Investors and Firms541 cited
  • 1981The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence394 cited
  • 1998Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange364 cited
  • 1993Short-Sale Restrictions and Market Reaction to Short-Interest Announcements

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

328 cited
  • 1990Short Interest: Explanations and Tests210 cited
  • Cited by

    • 2010Short Selling during Extreme Market Movements24 cited
    • 2014Short Selling and Firm Operating Performance24 cited
    • 2005Short Selling, Death Spiral Convertibles, and the Profitability of Stock Manipulation19 cited