SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Short-sale constraints and stock returns · Study

ArticleShelves

ArticleShort-sale constraints and stock returns

Charles M. Jones2002

Article2002

Short-sale constraints and stock returns

Charles M. Jones · Owen A Lamont

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 899 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1991Efficient Capital Markets: II 1995The Limits of Arbitrage 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks 1987Constraints on short-selling and asset price adjustment to private information 1991Efficient Capital Markets: II 2002Breadth of ownership and stock returns

Cited by

2003DotCom Mania: The Rise and Fall of Internet Stock Prices 2007Efficiency and the Bear: Short Sales and Markets Around the World 2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule 2008Short-Sale Strategies and Return Predictability 2006Disagreement, tastes, and asset prices 2002Securities lending, shorting, and pricing 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Short Sale Constraints and Stock Returnspreprint · 8 shared references 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outsarticle · 7 shared references 2002Anomalies and Market Efficiencyreport · 7 shared references 2000Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outspreprint · 7 shared references 2003Chapter 15 Anomalies and market efficiencychapter · 6 shared references 2009The good news in short interestarticle · 6 shared references

Details

Year2002

Typearticle

Published2002-11-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations899

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s0304-405x(02)00224-6

openalex_workW3123519783

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis