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Supply and Demand Shifts in the Shorting Market

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Cited by:

  1. Pinheiro, Marcelo, 2009. "Short-selling restrictions, takeovers and the wealth of long-run shareholders," Journal of Mathematical Economics, Elsevier, vol. 45(5-6), pages 361-375, May.
  2. Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023. "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, vol. 154(C).
  3. James J. Choi & Li Jin & Hongjun Yan, 2013. "What Does Stock Ownership Breadth Measure?," Review of Finance, European Finance Association, vol. 17(4), pages 1239-1278.
  4. Rzeznik, Aleksandra & Weiss-Hanley, Kathleen, 2021. "The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors," CEPR Discussion Papers 16334, C.E.P.R. Discussion Papers.
  5. Takahashi, Hidetomo, 2010. "Short-sale inflow and stock returns: Evidence from Japan," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2403-2412, October.
  6. Blau, Benjamin M. & Wade, Chip, 2012. "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 14-25.
  7. Larry Su & Elmina Homapour & Francisco Chiclana, 2022. "Short-Sale Constraints and Stock Prices: Evidence from Implementation of Securities Refinancing Mechanism in Chinese Stock Markets," Mathematics, MDPI, vol. 10(17), pages 1-21, September.
  8. Boudt, Kris & Paulus, Ellen C.S. & Rosenthal, Dale W.R., 2017. "Funding liquidity, market liquidity and TED spread: A two-regime model," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 143-158.
  9. Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015. "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 33-57.
  10. Akbas, Ferhat & Meschke, Felix & Wintoki, M. Babajide, 2016. "Director networks and informed traders," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 1-23.
  11. Deng, Xiaohu & Jiang, Christine & Young, Danqing, 2017. "Short Selling and Politically Motivated Negative Information Hoarding," Working Papers 2017-14, University of Tasmania, Tasmanian School of Business and Economics.
  12. Au, Andrea S. & Doukas, John A. & Onayev, Zhan, 2009. "Daily short interest, idiosyncratic risk, and stock returns," Journal of Financial Markets, Elsevier, vol. 12(2), pages 290-316, May.
  13. Stratmann, Thomas & Welborn, John W., 2016. "Informed short selling, fails-to-deliver, and abnormal returns," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 81-102.
  14. Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
  15. Yongqiang Chu & David Hirshleifer & Liang Ma, 2020. "The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 75(5), pages 2631-2672, October.
  16. Jiang, Danling & Peterson, David R. & Doran, James S., 2014. "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 36-59.
  17. de Jong, Abe & Dutordoir, Marie & Verwijmeren, Patrick, 2011. "Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation," Journal of Financial Economics, Elsevier, vol. 100(1), pages 113-129, April.
  18. Gerlinde Fellner & Erik Theissen, 2006. "Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory," Labsi Experimental Economics Laboratory University of Siena 009, University of Siena.
  19. Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J., 2020. "Worldwide short selling regulations and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 62(C).
  20. Massa, Massimo & von Beschwitz, Bastian, 2015. "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers 10535, C.E.P.R. Discussion Papers.
  21. von Beschwitz, Bastian & Massa, Massimo, 2020. "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, vol. 49(C).
  22. Matthew Clifton, 2010. "Liquidity and Efficiency During Unusual Market Conditions: An Analysis of Short Selling Restrictions and Expiration-Day Procedures on the London Stock Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2010.
  23. Paulo Pereira da Silva, 2016. "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 322-353, August.
  24. Kent Daniel & Alexander Klos & Simon Rottke, 2018. "The Dynamics of Disagreement," NBER Working Papers 25346, National Bureau of Economic Research, Inc.
  25. Paul A. Griffin & Hyun A. Hong & Ivalina Kalcheva & Jeong‐Bon Kim, 2022. "Shorting activity and stock return predictability: Evidence from a mandatory disclosure shock," Financial Management, Financial Management Association International, vol. 51(1), pages 27-71, March.
  26. Dmitriy Muravyev & Neil D. Pearson & Joshua M. Pollet, 2022. "Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options," Journal of Finance, American Finance Association, vol. 77(3), pages 1787-1828, June.
  27. Panos N. Patatoukas & Richard G. Sloan & Annika Yu Wang, 2022. "Valuation Uncertainty and Short-Sales Constraints: Evidence from the IPO Aftermarket," Management Science, INFORMS, vol. 68(1), pages 608-634, January.
  28. Adrian W. K. Cheung & Hung Wan Kot & Eric F. Y. Lam & Harry K. M. Leung, 2020. "Toward understanding short‐selling activity: demand and supply," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2203-2230, September.
  29. Pedro A.C. Saffi & Carles Vergara‐Alert, 2020. "The Big Short: Short Selling Activity and Predictability in House Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1030-1073, December.
  30. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2007. "Are Short-sellers Different?," MPRA Paper 13585, University Library of Munich, Germany, revised 16 Nov 2008.
  31. Graveline, Jeremy J. & McBrady, Matthew R., 2011. "Who makes on-the-run Treasuries special?," Journal of Financial Intermediation, Elsevier, vol. 20(4), pages 620-632, October.
  32. Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013. "Short Selling and Inside Information," Working Papers, Department of Economics 2013_06, University of São Paulo (FEA-USP), revised 28 Jul 2016.
  33. Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Out of Sync: Dispersed Short Selling and the Correction of Mispricing," Working Papers 108, Red Nacional de Investigadores en Economía (RedNIE).
  34. Oleg Chuprinin & Massimo Massa & Bastian von Beschwitz, 2015. "Why Do Short Sellers Like Qualitative News?," International Finance Discussion Papers 1149, Board of Governors of the Federal Reserve System (U.S.).
  35. Contreras, Harold & Marcet, Francisco, 2021. "Arbitrageurs and overreaction to earnings surprises," Finance Research Letters, Elsevier, vol. 43(C).
  36. Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A., 2013. "The market for borrowing corporate bonds," Journal of Financial Economics, Elsevier, vol. 107(1), pages 155-182.
  37. Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, vol. 139(1), pages 209-233.
  38. Massa, Massimo & Manconi, Alberto & Kempf, Elisabeth, 2017. "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers 11993, C.E.P.R. Discussion Papers.
  39. Hanson, Samuel & Malkhozov, Aytek & Venter, Gyuri, 2022. "Demand-supply imbalance risk and long-term swap spreads," LSE Research Online Documents on Economics 118868, London School of Economics and Political Science, LSE Library.
  40. Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020. "Do short sellers exploit risky business models of banks? Evidence from two banking crises," Journal of Financial Stability, Elsevier, vol. 46(C).
  41. Fos, Vyacheslav & Appel, Ian & Bulka, Jordan, 2019. "Active Short Selling by Hedge Funds," CEPR Discussion Papers 13788, C.E.P.R. Discussion Papers.
  42. Dai, Rui & Ng, Lilian & Zaiats, Nataliya, 2022. "Short seller attention," Journal of Corporate Finance, Elsevier, vol. 72(C).
  43. Zaghini, Andrea, 2019. "The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
  44. Hou, Kewei & Loh, Roger K., 2016. "Have we solved the idiosyncratic volatility puzzle?," Journal of Financial Economics, Elsevier, vol. 121(1), pages 167-194.
  45. Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.
  46. Reed, Adam V., 2015. "Connecting supply, short-sellers and stock returns: Research challenges," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 97-103.
  47. Hauser, Florian & Huber, Jürgen, 2012. "Short-selling constraints as cause for price distortions: An experimental study," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1279-1298.
  48. Shyu, Yih-Wen & Chan, Kam C. & Liang, Hsin-Yu, 2018. "Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 163-183.
  49. Hae Mi Choi, 2020. "Short‐sale constraints and informational efficiency to private information: A natural experiment," The Financial Review, Eastern Finance Association, vol. 55(4), pages 625-643, November.
  50. Byoung-Hyoun Hwang & Baixiao Liu & Wei Xu, 2019. "Arbitrage Involvement and Security Prices," Management Science, INFORMS, vol. 67(6), pages 2858-2875, June.
  51. Bakshi, Gurdip & Madan, Dilip & Panayotov, George, 2010. "Returns of claims on the upside and the viability of U-shaped pricing kernels," Journal of Financial Economics, Elsevier, vol. 97(1), pages 130-154, July.
  52. Chen, Yong & Da, Zhi & Huang, Dayong, 2022. "Short selling efficiency," Journal of Financial Economics, Elsevier, vol. 145(2), pages 387-408.
  53. Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  54. Khorram, Mehdi & Mo, Haitao & Sanger, Gary C., 2023. "Information flow and credit rating announcements," Journal of Financial Markets, Elsevier, vol. 65(C).
  55. Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Short of Capital: Stock Market Implications of Short Sellers’ Losses," Working Papers 116, Red Nacional de Investigadores en Economía (RedNIE).
  56. Lira Mota & Joao De Mello & Marco Bonomo, 2015. "Short-Selling Restrictions and Returns: a Natural Experiment," 2015 Meeting Papers 1353, Society for Economic Dynamics.
  57. Itamar Drechsler & Qingyi Freda Drechsler, 2014. "The Shorting Premium and Asset Pricing Anomalies," NBER Working Papers 20282, National Bureau of Economic Research, Inc.
  58. Michael McKenzie & Olan T. Henry, 2007. "The Determinnts of Short Selling in the Hong Kong Equities Market," Department of Economics - Working Papers Series 1001, The University of Melbourne.
  59. Goldberg, Jonathan, 2020. "Liquidity supply by broker-dealers and real activity," Journal of Financial Economics, Elsevier, vol. 136(3), pages 806-827.
  60. Fung, William & Hsieh, David A., 2011. "The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 547-569, September.
  61. Pedro A. C. Saffi & Kari Sigurdsson, 2011. "Price Efficiency and Short Selling," Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 821-852.
  62. Pätäri, Eero & Ahmed, Sheraz & Luukka, Pasi & Yeomans, Julian Scott, 2023. "Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
  63. Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S., 2012. "Short selling of ADRs and foreign market short-sale constraints," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 886-897.
  64. Sascha Füllbrunn & Tibor Neugebauer, 2012. "Margin Trading Bans in Experimental Asset Markets," Jena Economics Research Papers 2012-058, Friedrich-Schiller-University Jena.
  65. Owen A. Lamont, 2012. "Go Down Fighting: Short Sellers vs. Firms," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(1), pages 1-30.
  66. Alberto Manconi & Massimo Massa & Lei Zhang, 2018. "The Informational Role of Corporate Hedging," Management Science, INFORMS, vol. 64(8), pages 3843-3867, August.
  67. Juerg Syz & Paolo Vanini, 2011. "Arbitrage Free Price Bounds for Property Derivatives," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 281-298, October.
  68. Harrison Hong & Weikai Li & Sophie X. Ni & Jose A. Scheinkman & Philip Yan, 2015. "Days to Cover and Stock Returns," NBER Working Papers 21166, National Bureau of Economic Research, Inc.
  69. Daniel Sales Casula & Rodrigo De-Losso, 2019. "Short Selling, the supply side: are lenders price makers?," Working Papers, Department of Economics 2019_53, University of São Paulo (FEA-USP).
  70. Berkman, Henk & Eugster, Marco, 2017. "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, vol. 33(C), pages 102-123.
  71. Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad, 2023. "Surprise in short interest," Journal of Financial Markets, Elsevier, vol. 65(C).
  72. 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).
  73. Boehmer, Ekkehart & Huszar, Zsuzsa R. & Jordan, Bradford D., 2010. "The good news in short interest," Journal of Financial Economics, Elsevier, vol. 96(1), pages 80-97, April.
  74. Yan, Zhipeng & Cheng, Lee-Young & Zhao, Yan & Huang, Chung-Yuan, 2016. "Daily short covering activity and the weekend effect: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 166-184.
  75. Ramachandran, Lakshmi Shankar & Tayal, Jitendra, 2021. "Mispricing, short-sale constraints, and the cross-section of option returns," Journal of Financial Economics, Elsevier, vol. 141(1), pages 297-321.
  76. Franzoni, Francesco & Di Maggio, Marco & Massa, Massimo & Tubaldi, Roberto, 2019. "Strategic Trading as a Response to Short Sellers," CEPR Discussion Papers 13812, C.E.P.R. Discussion Papers.
  77. Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess, 2016. "Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets," Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3211-3244.
  78. Henry T. C. Hu & Bernard Black, 2008. "Debt, Equity and Hybrid Decoupling: Governance and Systemic Risk Implications," European Financial Management, European Financial Management Association, vol. 14(4), pages 663-709, September.
  79. repec:oup:revfin:v:29:y:2016:i:12:p:3211-3244. is not listed on IDEAS
  80. Peter N Dixon, 2021. "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency? [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 122-168.
  81. Steve Thomas, 2006. ""Discussion of" Short Sales Constraints and Momentum in Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3-4), pages 616-631.
  82. Autore, Don M. & Hutton, Irena & Jiang, Danling & Outlaw, Dominque G., 2018. "Short interest as a signal to issue equity," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 797-815.
  83. Jiao, Yawen & Massa, Massimo & Zhang, Hong, 2016. "Short selling meets hedge fund 13F: An anatomy of informed demand," Journal of Financial Economics, Elsevier, vol. 122(3), pages 544-567.
  84. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
  85. Charles M. Jones & Adam V. Reed & William Waller, 2016. "Revealing Shorts An Examination of Large Short Position Disclosures," Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3278-3320.
  86. Joyce Hsieh & Chien-Chung Nieh, 2010. "An overview of Asian equity markets," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 24(2), pages 19-51, November.
  87. Kou Maeda & Junnosuke Shino, 2019. "Stock Lending Market and the BOJ's ETF purchasing program: Micro-Evidence from ETF Balance Sheet Data and Equity Repo Trading Data," Working Papers 1811, Waseda University, Faculty of Political Science and Economics.
  88. Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016. "Short Selling in the Tails," Working Papers ECARES ECARES 2016-30, ULB -- Universite Libre de Bruxelles.
  89. Blocher, Jesse & Haslag, Peter & Zhang, Chi, 2020. "Short trading and short investing," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 154-171.
  90. Sheridan Titman & Naoto Isaka, 2014. "Long-run Effects of Minimum Trading Unit Reductions on Stock Prices," International Review of Finance, International Review of Finance Ltd., vol. 14(1), pages 75-103, March.
  91. Kelley Bergsma & Jitendra Tayal, 2019. "Short Interest and Lottery Stocks," Financial Management, Financial Management Association International, vol. 48(1), pages 187-227, March.
  92. Alexander Ljungqvist & Wenlan Qian, 2014. "How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation," NBER Working Papers 19834, National Bureau of Economic Research, Inc.
  93. Massa, Massimo & Qian, Wenlan & Xu, Weibiao & Zhang, Hong, 2015. "Competition of the informed: Does the presence of short sellers affect insider selling?," Journal of Financial Economics, Elsevier, vol. 118(2), pages 268-288.
  94. Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J., 2016. "Shorting at close range: A tale of two types," Journal of Financial Economics, Elsevier, vol. 121(3), pages 546-568.
  95. Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han, 2014. "Aggregate short selling, commonality, and stock market returns," Journal of Financial Markets, Elsevier, vol. 17(C), pages 199-229.
  96. Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021. "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  97. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017. "Unconventional monetary policy and the behavior of shorts," Working Papers 2017-031, Federal Reserve Bank of St. Louis, revised 30 Sep 2021.
  98. Dutordoir, Marie & Strong, Norman C. & Sun, Ping, 2022. "Does short-selling potential influence merger and acquisition payment choice?," Journal of Financial Economics, Elsevier, vol. 144(3), pages 761-779.
  99. Massa, Massimo & Zhang, Lei, 2015. "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers 10536, C.E.P.R. Discussion Papers.
  100. Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2014. "Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 411-424.
  101. Massa, Massimo & Jiao, Yawen, 2015. "Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand," CEPR Discussion Papers 10471, C.E.P.R. Discussion Papers.
  102. Wang, Tiandu & Ma, Chenghu & Sun, Qian, 2017. "The interaction between security lending market and security trading market," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 309-322.
  103. von Beschwitz, Bastian & Chuprinin, Oleg & Massa, Massimo, 2017. "Why Do Short Sellers Like Qualitative News?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(2), pages 645-675, April.
  104. Wang, Shu-Feng & Lee, Kuan-Hui, 2015. "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 56-75.
  105. Dixon, Peter N. & Fox, Corbin A. & Kelley, Eric K., 2021. "To own or not to own: Stock loans around dividend payments," Journal of Financial Economics, Elsevier, vol. 140(2), pages 539-559.
  106. Geraci, Marco Valerio & Garbaravičius, Tomas & Veredas, David, 2018. "Short selling in extreme events," Journal of Financial Stability, Elsevier, vol. 39(C), pages 90-103.
  107. Hui Chen & Scott Joslin & Sophie X. Ni, 2019. "Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets," NBER Working Papers 25573, National Bureau of Economic Research, Inc.
  108. Paul A. Griffin & Hyun A. Hong & Jeong-Bon Kim, 2016. "Price discovery in the CDS market: the informational role of equity short interest," Review of Accounting Studies, Springer, vol. 21(4), pages 1116-1148, December.
  109. Fellner, Gerlinde & Theissen, Erik, 2014. "Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 113-127.
  110. Chung, Chune Young & DeVault, Luke & Wang, Kainan, 2019. "Perceived information, short interest, and institutional demand," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 22-38.
  111. Massa, Massimo & O'Donovan, James & Zhang, Hong, 2021. "International Asset Pricing with Strategic Business Groups," CEPR Discussion Papers 15746, C.E.P.R. Discussion Papers.
  112. Yeongsuk Cho & Youngsik Kwak, 2018. "A Comparative Study on the Information Effect of Stock Lending and Borrowing and Short Selling between the Korea Stock Exchange and the New Stock Exchange," American Journal of Economics and Business Administration, Science Publications, vol. 10(1), pages 11-21, October.
  113. Bai, Min & Qin, Yafeng, 2014. "Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 98-122.
  114. Steve Thomas, 2006. "Discussion of Short Sales Constraints and Momentum in Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3‐4), pages 616-631, April.
  115. Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei, 2007. "Do short-sellers arbrtrage accrual-based return anomalies?," MPRA Paper 5510, University Library of Munich, Germany, revised 27 Oct 2007.
  116. Steven Lecce & Andrew Lepone & Michael D. McKenzie & Jin Boon Wong & Jin Y. Yang, 2018. "Short‐selling and credit default swap spreads—Where do informed traders trade?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(8), pages 925-942, August.
  117. McInish, Thomas & Neely, Christopher J. & Planchon, Jade, 2021. "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Economics Letters, Elsevier, vol. 200(C).
  118. Andrew Y. Chen & Mihail Velikov, 2020. "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series 2020-039, Board of Governors of the Federal Reserve System (U.S.).
  119. Aktas, Osman Ulas & Kryzanowski, Lawrence, 2014. "Trade classification accuracy for the BIST," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 259-282.
  120. Chen, Yongming & Li, Hui, 2023. "The dual purpose of insider trading: Signaling quality and battling shorts," Finance Research Letters, Elsevier, vol. 55(PB).
  121. Diether, Karl B. & Lee, Kuan-Hui & Werner, Ingrid M., 2007. "Can Short-Sellers Predict Returns? Daily Evidence," Working Paper Series 2005-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  122. Massimo Massa & Bastian von Beschwitz, 2015. "Biased Shorts: Short sellers’ Disposition Effect and Limits to Arbitrage," International Finance Discussion Papers 1147, Board of Governors of the Federal Reserve System (U.S.).
  123. Hansson, Fredrik & Rüdow Fors, Erik, 2009. "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics 365, University of Gothenburg, Department of Economics.
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