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How do short-sale costs affect put options trading? : evidence from separating hedging and speculative shorting demands

Lin, Tse-Chun; Lu, Xiaolong - In: Review of finance : journal of the European Finance … 20 (2016) 5, pp. 1911-1943

Persistent link: https://www.econbiz.de/10011742289

Publicizing arbitrage

Kahraman, Bige - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 3, pp. 789-820

Persistent link: https://www.econbiz.de/10012505697

Why do short selling bans increase adverse selection and decrease price efficiency?

Dixon, Peter N. - In: Review of asset pricing studies : RAPS 11 (2021) 1, pp. 122-168

Persistent link: https://www.econbiz.de/10012434667

Short selling and options trading : a tale of two markets

Cashman, George D.; Harrison, David M.; Sheng, Hainan - In: The journal of financial research : the journal of the … 45 (2022) 2, pp. 313-338

Persistent link: https://www.econbiz.de/10013347503

Crowded trades and tail risk

Brown, Gregory W.; Howard, Philip; Lundblad, Christian - In: The review of financial studies 35 (2022) 7, pp. 3231-3271

Persistent link: https://www.econbiz.de/10013350037

Short selling EFTs

Li, Weikai; Zhu, Qifei - In: Review of asset pricing studies : RAPS 12 (2022) 4, pp. 960-998

Persistent link: https://www.econbiz.de/10013543037

The big short : inside the doomsday machine; [with a new afterword]

Lewis, Michael - 2011

The author examines the causes of the U.S. stock market crash of 2008 and its relation to overpriced real estate, bad mortgages, shareholder demand for excessive profits, and the growth of toxic derivatives.

Persistent link: https://www.econbiz.de/10013487557

The market for corporate control as a limit to short arbitrage

Meneghetti, Costanza; Williams, Ryan; Xiao, Steven Chong - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2162-2189

Persistent link: https://www.econbiz.de/10014365175

Short Selling Activities and Convertible Bond Arbitrage : Empirical Evidence from the New York Stock Exchange

Werner, Sebastian P. - 2010

Background and Empirical Predictions -- The Event Study Methodology -- Data, Full Sample and Variable Construction -- Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changes -- Difference in Information Content of Extreme Short Selling Activity Events...

Persistent link: https://www.econbiz.de/10013522889

Business cycle variation in short selling strategies : picking during expansions and timing during recessions

Dixon, Peter N.; Kelley, Eric K. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 8, pp. 3018-3047

Persistent link: https://www.econbiz.de/10013469970