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Informed trading or liquidity trading : a theoretical formulation

Abraham, Rebecca - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012510328

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

Do Option Markets Undo Restrictions on Short Sales? Evidence from the 2008 Short-Sale Ban

Grundy, Bruce D. - 2011

The effectiveness of any sanction depends on the costs of avoiding its restrictions. We examine whether bearish option strategies were substitutes for short sales during the September 2008 short-sale ban. We find a significant diminution in option volumes and a significant increase in option...

Persistent link: https://www.econbiz.de/10013134154

Order imbalance and selling aggression under a shorting ban : evidence from the UK

Sifat, Imtiaz Mohammad; Azhar Mohamad - In: International review of financial analysis 42 (2015), pp. 368-379

Persistent link: https://www.econbiz.de/10011573532

Trading activities of short-sellers around index deletions : evidence from the Nikkei 225

Takahashi, Hidetomo; Xu, Peng - In: Journal of financial markets 27 (2016), pp. 132-146

Persistent link: https://www.econbiz.de/10011722224

Trading system upgrades and short-sale bans : uncoupling the effects of technology and regulation

Chakrabarty, Bidisha; Moulton, Pamela C.; Pascual, Roberto - In: Journal of empirical finance 43 (2017), pp. 74-90

Persistent link: https://www.econbiz.de/10011817909

Short selling patterns in cross-listed stocks

Li, Shan; Mihaylov, George; Yessy Peranginangin; … - In: Global finance journal 48 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012886878

Dynamic autocorrelation of intraday stock returns

Xi, Dong; Feng, Shu; Ling, Leng; Song, Pingping - In: Finance research letters 20 (2017), pp. 274-280

Persistent link: https://www.econbiz.de/10011806947

Short selling prior to going concern disclosures

Huang, Jian; Wang, Lei; Yu, Han; Zhang, Zhen - In: Accounting and business research 51 (2021) 4, pp. 390-420

Persistent link: https://www.econbiz.de/10012586953

The impact of short sale restrictions on informed trading in the stock and options markets

Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273

Persistent link: https://www.econbiz.de/10011624726

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