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Dissecting Short-Sale Performance: Evidence from Large Position Disclosures · Study

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PreprintDissecting Short-Sale Performance: Evidence from Large Position Disclosures

Stephan Jank2015

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Preprintgreen2015

Dissecting Short-Sale Performance: Evidence from Large Position Disclosures

Stephan Jank · Esad Smajlbegovic

26 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data 1995The Limits of Arbitrage

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2020Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock pricesarticle · 22 shared references 2016Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Pricespreprint · 21 shared references 2015Arbitrage Trading: The Long and the Short of Itarticle · 18 shared references 2015Alphanomics: The Informational Underpinnings of Market Efficiencyarticle · 18 shared references 2015Days to Cover and Stock Returnsreport · 18 shared references 2012Revealing Shorts An Examination of Large Short Position Disclosuresarticle · 16 shared references

Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2631266

openalex_workW2179650141

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