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Shorting at Close Range: A Tale of Two Types · Study

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ArticleShorting at Close Range: A Tale of Two Types

Carole Comerton‐Forde2012

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Shorting at Close Range: A Tale of Two Types

Carole Comerton‐Forde · Charles M. Jones · Tālis J. Putniņš

77 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

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References

1993Common risk factors in the returns on stocks and bonds 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION 1991Inferring Trade Direction from Intraday Data 1991Measuring the Information Content of Stock Trades 1987Constraints on short-selling and asset price adjustment to private information 2014High-Frequency Trading and Price Discovery 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

Cited by

2019Inverted fee structures, tick size, and market quality 2012Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited 2018Shorting in Broad Daylight: Short Sales and Venue Choice 2015Assessing the information content of short-selling metrics using daily disclosures 2021To own or not to own: Stock loans around dividend payments 2022Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic

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Year2012

Typearticle

Published2012-01-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations77

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2016.05.002

openalex_workW3122046166

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