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Short Selling and Intraday Price Pressures
16 references·3 citing·41 second hop
Short Selling and Intraday Price Pressures (2012)Short Selling and Intraday Price PressuresShort‐Selling Bans Around the World: Evidence from the 2007–09 Crisis (2012)Short‐Selling Bans Around the…Short Selling and the Price Discovery Process (2012)Short Selling and the Price D…Short-Sale Strategies and Return Predictability (2008)Short-Sale Strategies and Ret…Which Shorts Are Informed? (2007)Which Shorts Are Informed?Predatory Trading (2005)Predatory TradingAsset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Order imbalance and individual stock returns: Theory and evidence (2003)Order imbalance and individua…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…When genius failed: the rise and fall of Long-Term Capital Management (2001)When genius failed: the rise …Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze (2021)Market efficiency and limits …Short selling in extreme events (2018)Short selling in extreme even…Failures to Deliver, Short Sale Constraints, and Stock Overvaluation (2011)Failures to Deliver, Short Sa…Essays in the Theory of Risk-Bearing. (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Investor psychology in capital markets: evidence and policy implications (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)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)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and the Informational Efficiency of Prices (2009)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Efficient Capital Markets: II (1991)The Limits of Arbitrage (1995)DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Efficiency and the Bear: Short Sales and Markets Around the World (2007)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2007Which Shorts Are Informed?966 cited
  • 2002Short-sale constraints and stock returns899 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2012Short Selling and the Price Discovery Process737 cited
  • 2008Short-Sale Strategies and Return Predictability731 cited
  • 2001When genius failed: the rise and fall of Long-Term Capital Management713 cited
  • 2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis649 cited
  • 2005Predatory Trading588 cited
  • 2003Order imbalance and individual stock returns: Theory and evidence

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571 cited

Cited by

  • 2021Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze39 cited
  • 2011Failures to Deliver, Short Sale Constraints, and Stock Overvaluation38 cited
  • 2018Short selling in extreme events23 cited