SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Short-sale constraints and price bubbles
16 references·0 citing·39 second hop
Short-sale constraints and price bubbles (2011)Short-sale constraints and price bubblesSupply and Demand Shifts in the Shorting Market (2007)Supply and Demand Shifts in t…Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market (2007)Short‐Sales Constraints and P…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…Short-sale constraints and stock returns (2002)Short-sale constraints and st…Securities lending, shorting, and pricing (2002)Securities lending, shorting,…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty …Market Microstructure Theory. (1996)Market Microstructure Theory.Market microstructure theory (1995)Market microstructure theoryTime and the Process of Security Price Adjustment (1992)Time and the Process of Secur…The effect of large block transactions on security prices: A cross-sectional analysis (1987)The effect of large block tra…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information, trade and common knowledge (1982)Information, trade and common…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Measuring the Information Content of Stock Trades (1991)Illiquidity and stock returns: cross-section and time-series effects (2002)In Search of Attention (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Agreeing to Disagree (1976)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)The Pricing of Options on Assets with Stochastic Volatilities (1987)5 Stochastic volatility (1996)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Realized Variance and Market Microstructure Noise (2006)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)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)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 Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The price of sin: The effects of social norms on markets (2009)Dividend Policy, Growth, and the Valuation of Shares (1961)Prospect theory: An analysis of decision under risk (1988)An Engine, Not a Camera (2006)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Is Information Risk a Determinant of Asset Returns? (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Introductory Econometrics for Finance (2008)Liquidity, Information, and Infrequently Traded Stocks (1996)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1995Market microstructure theory1,307 cited
  • 1992Time and the Process of Security Price Adjustment1,225 cited
  • 1996Market Microstructure Theory.1,204 cited
  • 2002Breadth of ownership and stock returns1,197 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2002Short-sale constraints and stock returns911 cited
  • 1998Multidimensional Uncertainty and Herd Behavior in Financial Markets748 cited
  • 2002Securities lending, shorting, and pricing690 cited
  • 2007Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market484 cited
  • 2007Supply and Demand Shifts in the Shorting Market480 cited
  • 1987The effect of large block transactions on security prices: A cross-sectional analysis

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

464 cited

Cited by

No citing works inside the corpus for this window.