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Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule

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  • Alexander, Gordon J.
  • Peterson, Mark A.

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File URL: http://www.sciencedirect.com/science/article/B6WJD-45GMX40-7/2/c992efb24b0719be17febc0440ae6c74
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Financial Intermediation.

Volume (Year): 8 (1999)
Issue (Month): 1-2 (January)
Pages: 90-116

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Handle: RePEc:eee:jfinin:v:8:y:1999:i:1-2:p:90-116

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Web page: http://www.elsevier.com/locate/inca/622875

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Cited by:
  1. Diether, Karl & Lee, Kuan Hui & Werner, Ingrid M., 2007. "It’s SHO Time! Short-Sale Price-Tests and Market Quality," Working Paper Series 2006-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Alexander, Gordon J. & Peterson, Mark A., 2008. "The effect of price tests on trader behavior and market quality: An analysis of Reg SHO," Journal of Financial Markets, Elsevier, vol. 11(1), pages 84-111, February.
  3. Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick, 2012. "Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban," Journal of Financial Economics, Elsevier, vol. 106(2), pages 331-348.
  4. Chung, Dennis Y. & Hrazdil, Karel, 2010. "Liquidity and market efficiency: Analysis of NASDAQ firms," Global Finance Journal, Elsevier, vol. 21(3), pages 262-274.
  5. Kai, Guo & Conlon, John R., 2007. "Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes," MPRA Paper 5927, University Library of Munich, Germany.

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