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Short-Sale Restrictions and Market Reaction to Short-Interest Announcements
10 references·16 citing·50 second hop
Short-Sale Restrictions and Market Reaction to Short-Interest Announcements (1993)Short-Sale Restrictions and Market Reacti…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Day-of-the-week and intraday effects in stock returns (1986)Day-of-the-week and intraday …On corporate governance (1983)On corporate governanceThe Informational Effects of Restrictions on Short Sales: Some Empirical Evidence (1981)The Informational Effects of …Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…An Equilibrium Model of Asset Trading with Sequential Information Arrival (1981)An Equilibrium Model of Asset…Stock returns and the weekend effect (1980)Stock returns and the weekend…Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices (1980)Heterogeneous Expectations, R…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL* (1976)A MODEL OF ASSET TRADING UNDE…Short Selling: A Review of the Literature and Implications for Future Research (2020)Short Selling: A Review of th…Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment (2019)Short-sale constraints and st…Value-Relevance of Corporate Social Responsibility: Evidence from Short Selling (2016)Value-Relevance of Corporate …Retail Short Selling and Stock Prices (2016)Retail Short Selling and Stoc…Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales (2015)Do sophisticated investors in…Competition of the informed: Does the presence of short sellers affect insider selling? (2015)Competition of the informed: …Are Institutions Informed About News? (2014)Are Institutions Informed Abo…Short Selling Risk (2013)Short Selling RiskHow are Shorts Informed? Short Sellers, News, and Information Processing (2010)How are Shorts Informed? Shor…The good news in short interest (2009)The good news in short intere…Asset prices under short-sale constraints (2006)Asset prices under short-sale…Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect (2003)Role of Speculative Short Sal…Securities Lending, Shorting, and Pricing (2002)Securities Lending, Shorting,…Costly short -selling and stock price adjustment to earnings announcements (2002)Costly short -selling and sto…An Empirical Investigation of Short-Selling Activity Prior to Seasoned Equity Offerings (1996)An Empirical Investigation of…An empirical examination of information, differences of opinion, and trading activity (1996)An empirical examination of i…An Empirical Evaluation of Accounting Income Numbers (1968)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Using daily stock returns (1985)Efficient Capital Markets: II (1991)EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)The Behavior of Stock-Market Prices (1965)Estimating betas from nonsynchronous data (1977)The distribution of earnings news over time and seasonalities in aggregate stock returns (1987)Evolution in dynamic linkages across daily national stock indexes (1991)The Individual Investor and the Weekend Effect (1994)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Trading Volume (1986)Market reaction to anticipated announcements (1991)Evidence on the speed of convergence to market efficiency (2005)On the Impossibility of Informationally Efficient Markets (1980)Misspecification of capital asset pricing (1981)Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange (1998)Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints (2001)Short interest and stock price crash risk (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)A Model of Asset Trading Under the Assumption of Sequential Information Arrival (1976)The Information Content of Annual Earnings Releases: A Trading Volume Approach (1986)The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility (2001)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)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)Theory of Rational Option Pricing (1973)Divergence of Opinion in Complete Markets: A Note (1985)Differences of Opinion in Financial Markets (1989)Theory of rational option pricing (2005)Speculative Betas (2016)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)
this work references cited by second hop

References

  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1983On corporate governance961 cited
  • 1976A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*608 cited
  • 1981An Equilibrium Model of Asset Trading with Sequential Information Arrival427 cited
  • 1981The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence394 cited
  • 1986Day-of-the-week and intraday effects in stock returns341 cited
  • 1980Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices324 cited

Cited by

  • 1996An empirical examination of information, differences of opinion, and trading activity312 cited
  • 2014Are Institutions Informed About News?285 cited
  • 2009The good news in short interest271 cited
  • 2013Short Selling Risk242 cited
  • 2003Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect203 cited

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

  • 2002Securities Lending, Shorting, and Pricing200 cited
  • 2015Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales188 cited
  • 2016Retail Short Selling and Stock Prices176 cited
  • 2015Competition of the informed: Does the presence of short sellers affect insider selling?158 cited
  • 1996An Empirical Investigation of Short-Selling Activity Prior to Seasoned Equity Offerings158 cited
  • 2010How are Shorts Informed? Short Sellers, News, and Information Processing145 cited
  • 2002Costly short -selling and stock price adjustment to earnings announcements134 cited
  • 2016Value-Relevance of Corporate Social Responsibility: Evidence from Short Selling130 cited
  • 2019Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment113 cited
  • 2006Asset prices under short-sale constraints102 cited
  • 2020Short Selling: A Review of the Literature and Implications for Future Research98 cited