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Short sales in the NYSE batch open and NASDAQ opening cross

Paul Spurlin, W.; Van Ness, Bonnie F.; Van Ness, Robert - In: International Journal of Managerial Finance 8 (2012) 3, pp. 219-237

transactions in the NYSE opening batch trade and NASDAQ opening cross are informative of future returns. Findings – It is found … that a stock's opening‐trade short volume is predictive of its short volume for the rest of trading day, positively related … to its previous‐day price change, and positively related to its overnight price change at the opening trade on option …

Persistent link: https://www.econbiz.de/10014785351

Short sales in the NYSE batch open and NASDAQ opening cross

Spurlin, W. Paul; Van Ness, Bonnie F.; Van Ness, Robert A. - In: International journal of managerial finance : IJMF 8 (2012) 3, pp. 219-237

Persistent link: https://www.econbiz.de/10009574399

The papers I can't write

Schultz, Paul H. - In: The financial review : the official publication of the … 59 (2024) 1, pp. 5-8

Persistent link: https://www.econbiz.de/10014483128

Short selling and equity returns with full information dissemination

Alexakis, Panayotis - In: International Journal of Monetary Economics and Finance 4 (2011) 2, pp. 150-171

This paper sheds further light on whether short selling can be associated with negative returns in the spot market. It provides evidence for the case of the capital market of the Athens Exchange (ATHEX) that is empirically tested for the first time, during the period 2003–2007. This market...

Persistent link: https://www.econbiz.de/10009352476