We identify different roles traders play using data with trader identities for all transactions in SENSEX-index stocks on the Bombay Stock Exchange from January 2005 to December 2011. Individual day traders (IDT) are identified as "noise traders", who play an important role in the market...

This paper examines the so far unexplored relationship between short selling and news. It starts with a theoretical analysis of short selling's potentially beneficial and harmful effects, a brief history of its regulation and a review of the existing empirical literature. The study that follows...

This paper examines the so far unexplored relationship between short selling and news. It starts with a theoretical analysis of short selling's potentially beneficial and harmful effects, a brief history of its regulation and a review of the existing empirical literature. The study that follows...