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Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?
16 references·0 citing·33 second hop
Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency? (2020)Why Do Short Selling Bans Increase Advers…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure (2008)Back to the Beginning: Persis…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships (1990)Asymmetric Information, Bank …Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Determination of Financia…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)Informational Asymmetries, Fi…INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)INFORMATIONAL ASYMMETRIES, FI…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)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)Dividend Policy, Growth, and the Valuation of Shares (1961)Job Market Signaling (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Efficient Capital Markets: II (1991)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)Editor's Choice Digesting Anomalies: An Investment ApproachThe 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)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Noise Trader Risk in Financial Markets (1990)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Financial Intermediation and Delegated Monitoring (1984)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Initial Public Offerings and Underwriter Reputation (1990)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Economic Consequences of Legal Origins (2008)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1977The Determination of Financial Structure: The Incentive-Signalling Approach4,163 cited
  • 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION4,056 cited
  • 1977Informational Asymmetries, Financial Structure, and Financial Intermediation3,772 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1990Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships2,333 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 2008Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure1,846 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2011

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The short of it: Investor sentiment and anomalies
1,781 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
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