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Short selling and trading abuses on Nasdaq

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  • Albert, Robert Jr.
  • Smaby, Timothy R.
  • David Robison, H.
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    File URL: http://www.sciencedirect.com/science/article/B6W4D-478FFW4-5/2/b27b788ae1585225070da9dcb06299c5
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    Bibliographic Info

    Article provided by Elsevier in its journal Financial Services Review.

    Volume (Year): 6 (1997)
    Issue (Month): 1 ()
    Pages: 27-39

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    Handle: RePEc:eee:finser:v:6:y:1997:i:1:p:27-39

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    Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm

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    1. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
    2. Senchack, A. J. & Starks, Laura T., 1993. "Short-Sale Restrictions and Market Reaction to Short-Interest Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(02), pages 177-194, June.
    3. Figlewski, Stephen, 1981. "The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(04), pages 463-476, November.
    4. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
    5. Diamond, Douglas W. & Verrecchia, Robert E., 1987. "Constraints on short-selling and asset price adjustment to private information," Journal of Financial Economics, Elsevier, vol. 18(2), pages 277-311, June.
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