Informed short selling, fails-to-deliver, and abnormal returns
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DOI: 10.1016/j.jempfin.2016.05.006
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Citations
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Cited by:
- Galariotis, Emilios & Li, Bob & Chai, Daniel, 2019. "Down but not out: Plenty of returns available for shorted down stocks," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 296-306.
- Bae, Kyounghun & Kim, Daejin, 2020. "Liquidity risk and exchange-traded fund returns, variances, and tracking errors," Journal of Financial Economics, Elsevier, vol. 138(1), pages 222-253.
- Daniel Schmidt & Bastian von Beschwitz, 2022. "Passive Ownership and Short Selling," International Finance Discussion Papers 1365, Board of Governors of the Federal Reserve System (U.S.).
- Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023. "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, vol. 65(C).
- Daniel Pastorek & Michal Drabek & Peter Albrecht, 2023.
"Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(1), pages 56-80, January.
- Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022. "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics 2022-81, Mendel University in Brno, Faculty of Business and Economics.
- Galema, Rients & Gerritsen, Dirk, 2019. "The effect of the accidental disclosure of confidential short sales positions," Finance Research Letters, Elsevier, vol. 28(C), pages 87-94.
- Truong X Duong & Zsuzsa R Huszár & Ruth S K Tan & Weina Zhang, 2017. "The Information Value of Stock Lending Fees: Are Lenders Price Takers?," Review of Finance, European Finance Association, vol. 21(6), pages 2353-2377.
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More about this item
Keywords
Abnormal returns; Fail-to-deliver; Fama-French; Event study; Short selling;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law
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