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Short-Selling Bans and Bank Stability
16 references·0 citing·43 second hopsampled
Short-Selling Bans and Bank Stability (2020)Short-Selling Bans and Bank StabilityThe Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management? (2015)The Invisible Hand of Short S…Short Selling and Earnings Management: A Controlled Experiment (2015)Short Selling and Earnings Ma…Shackling Short Sellers: The 2008 Shorting Ban (2013)Shackling Short Sellers: The …Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis (2012)Short‐Selling Bans Around the…Multiperiod corporate default prediction—A forward intensity approach (2012)Multiperiod corporate default…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…What Factors Drive Global Stock Returns? (2011)What Factors Drive Global Sto…Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets (2011)Regulatory Uncertainty and Ma…Correlation in corporate defaults: Contagion or conditional independence? (2010)Correlation in corporate defa…Multi-period corporate default prediction with stochastic covariates (2006)Multi-period corporate defaul…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Breadth of ownership and stock returns (2002)Market liquidity as a sentiment indicator (2004)Downside Risk (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Behavior of Stock-Market Prices (1965)Introductory Econometrics for Finance (2008)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Measuring the Information Content of Stock Trades (1991)What Are the Best Liquidity Proxies for Global Research? (2011)Does Family Control Matter? International Evidence from the 2008–2009 Financial Crisis (2013)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)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)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)Market liquidity and volume around earnings announcements (1994)Differences of Opinion and the Cross Section of Stock Returns (2002)Coherent Measures of Risk (1999)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The illiquidity premium: International evidence (2015)Stock prices and geographic proximity of information: Evidence from the Ebola outbreak (2017)Interpreting Factor Models (2018)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Forecasting Default with the Merton Distance to Default Model (2008)Credit Spreads and Business Cycle Fluctuations (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2006Multi-period corporate default prediction with stochastic covariates973 cited
  • 2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis649 cited
  • 2011What Factors Drive Global Stock Returns?576 cited
  • 2015Short Selling and Earnings Management: A Controlled Experiment485 cited
  • 2012Multiperiod corporate default prediction—A forward intensity approach365 cited
  • 2013Shackling Short Sellers: The 2008 Shorting Ban354 cited
  • 2015The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?332 cited
  • 2011Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

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306 cited
  • 2010Correlation in corporate defaults: Contagion or conditional independence?131 cited
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