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Potential Pilot Problems: Treatment Spillovers in Financial Regulatory Experiments
16 references·8 citing·44 second hop
Potential Pilot Problems: Treatment Spillovers in Financial Regulatory Experiments (2015)Potential Pilot Problems: Treatment Spill…Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis (2012)Short‐Selling Bans Around the…Short Selling and the Price Discovery Process (2012)Short Selling and the Price D…Which Shorts Are Informed? (2007)Which Shorts Are Informed?Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market (2007)Short‐Sales Constraints and P…Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆ (2006)Market transparency, liquidit…Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Can the Market Add and Subtra…Short-sale constraints and stock returns (2002)Short-sale constraints and st…Securities lending, shorting, and pricing (2002)Securities lending, shorting,…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement (1993)Assessing the Quality of a Se…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The Influence of Short Selling on Negative Press Coverage of Firms (2023)The Influence of Short Sellin…Can short sellers constrain aggressive non-GAAP reporting? (2021)Can short sellers constrain a…Capital market frictions and human capital investment: Evidence from workplace safety around regulation SHO (2020)Capital market frictions and …The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market (2019)The impact of short-selling a…Bank regulatory size thresholds, merger and acquisition behavior, and small business lending (2019)Bank regulatory size threshol…Insider Sales under the Threat of Short Sellers: New Hypothesis and New Tests (2018)Insider Sales under the Threa…Bid- and Ask-Side Liquidity in the NYSE Limit Order Book (2016)Bid- and Ask-Side Liquidity i…Trading Options and CDS on Stocks under the Short Sale Ban (2010)Trading Options and CDS on St…Essays in the Theory of Risk-Bearing. (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Investor psychology in capital markets: evidence and policy implications (2002)Short-Sale Strategies and Return Predictability (2008)The General Theory of Employment, Interest and Money. (1936)Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition (2008)Religious beliefs, gambling attitudes, and financial market outcomes (2011)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Market liquidity and volume around earnings announcements (1994)Differences of Opinion and the Cross Section of Stock Returns (2002)The arbitrage theory of capital asset pricing (1976)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Price Efficiency and Short Selling (2010)Political Incentives to Suppress Negative Information: Evidence from Chinese Listed Firms (2014)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and the Informational Efficiency of Prices (2009)Efficient Capital Markets: II (1991)The Limits of Arbitrage (1995)DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)An Empirical Evaluation of Accounting Income Numbers (1968)A General Equilibrium Approach To Monetary Theory (1969)Short Selling and Earnings Management: A Controlled Experiment (2015)It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)
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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2007Which Shorts Are Informed?966 cited
  • 2002Short-sale constraints and stock returns899 cited
  • 2007Efficiency and the Bear: Short Sales and Markets Around the World821 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2012Short Selling and the Price Discovery Process737 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs660 cited
  • 2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis649 cited
  • 2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆571 cited
  • 1993Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement506 cited

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  • 2007Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market484 cited
  • Cited by

    • 2023The Influence of Short Selling on Negative Press Coverage of Firms45 cited
    • 2018Insider Sales under the Threat of Short Sellers: New Hypothesis and New Tests44 cited
    • 2019Bank regulatory size thresholds, merger and acquisition behavior, and small business lending41 cited
    • 2010Trading Options and CDS on Stocks under the Short Sale Ban38 cited
    • 2020Capital market frictions and human capital investment: Evidence from workplace safety around regulation SHO32 cited
    • 2021Can short sellers constrain aggressive non-GAAP reporting?31 cited
    • 2019The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market29 cited
    • 2016Bid- and Ask-Side Liquidity in the NYSE Limit Order Book23 cited