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Does short sale restriction lower price efficiency when substitutes exist? : evidence from the Korean market

Lee, Soonhee - In: Economics letters 158 (2017), pp. 77-79

Persistent link: https://www.econbiz.de/10011849812

Short sale constraints, correlation and market efficiency

Giannikos, Christos; Gousgounis, Eleni - In: The B.E. journal of theoretical economics 18 (2018) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10011897950

How are shorts informed? : short sellers, news, and information processing

Engelberg, Joseph; Reed, Adam V.; Ringgenberg, Matthew C. - In: Journal of financial economics 105 (2012) 2, pp. 260-278

Persistent link: https://www.econbiz.de/10009666835

Policy shifts and Markov-switching in financial markets

Reher, Gerrit - 2010

Persistent link: https://www.econbiz.de/10009125898

Connecting two markets : an equilibrium framework for shorts, longs, and stock loans

Blocher, Jesse; Reed, Adam V.; Van Wesep, Edward D. - In: Journal of financial economics 108 (2013) 2, pp. 302-322

Persistent link: https://www.econbiz.de/10009749339

Short sale restrictions, differences of opinion, and single-country, closed-end fund discount

Sanning, Lee W.; Skiba, Alexandre; Skiba, Hilla - In: International review of financial analysis 29 (2013), pp. 44-50

Persistent link: https://www.econbiz.de/10010244132

Stock Mispricing, Differences of Opinion, and Short-Sale Constraints

Huang, Kai-Min; Kuo, I-Doun; Wang, Rong-Tsorng - 2023

option theory. This relation is valid for the subsample and its dynamic relation and is robust to controls for firm …

Persistent link: https://www.econbiz.de/10014353152

Agent-based simulation of an artificial financial market : effect of short selling on market stability

Bensaid, Khalid; Aboulaich, Rajae - In: Journal of world economic review 15 (2020) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10012631186

Securities lending and information transmission : a model of endogenous short-sale constraints

Pankratov, Andrey - 2020

I study short-sale constraints in a market with asymmetric information. I offer a novel approach endogenizing short-sale constraints by including an asset-borrowing market in my model. Short-sellers have to borrow an asset and therefore reveal information to a lender. The lender trades on her...

Persistent link: https://www.econbiz.de/10012824882

An analysis of over-the-counter and centralized stock lending markets

Huszár, Zsuzsa R.; Prado, Melissa Porras - In: Journal of financial markets 43 (2019), pp. 31-53

Persistent link: https://www.econbiz.de/10012316295

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