Supply and Demand Shifts in the Shorting Market
Top Cited Papers
- 4 September 2007
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 62 (5) , 2061-2096
- https://doi.org/10.1111/j.1540-6261.2007.01269.x
Abstract
No abstract availableKeywords
This publication has 48 references indexed in Scilit:
- Short Sale Constraints, Overvaluation, and the Introduction of OptionsSSRN Electronic Journal, 2005
- Can Short-sellers Predict Returns? Daily EvidenceSSRN Electronic Journal, 2005
- Short Constraints, Difference of Opinion and Stock ReturnsSSRN Electronic Journal, 2003
- Securities lending, shorting, and pricingPublished by Elsevier ,2002
- Limited Arbitrage in Equity MarketsThe Journal of Finance, 2002
- Why Constrain Your Mutual Fund Manager?SSRN Electronic Journal, 2001
- Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum StrategiesThe Journal of Finance, 2000
- The Effect of Options on Stock Prices: 1973 to 1995The Journal of Finance, 2000
- Industry costs of equityPublished by Elsevier ,1998
- The Cross‐Section of Expected Stock ReturnsThe Journal of Finance, 1992