Short Selling and the Price Discovery Process
Top Cited Papers
- 3 September 2012
- journal article
- Published by Oxford University Press (OUP) in The Review of Financial Studies
- Vol. 26 (2) , 287-322
- https://doi.org/10.1093/rfs/hhs097
Abstract
No abstract availableThis publication has 54 references indexed in Scilit:
- Earnings Announcements: Good News for Institutional Investors and Short SellersThe Financial Review, 2012
- Institutional Investors and the Informational Efficiency of PricesThe Review of Financial Studies, 2009
- Short interest, institutional ownership, and stock returnsJournal of Financial Economics, 2005
- Earnings expectations, investor trade size, and anomalous returns around earnings announcementsJournal of Financial Economics, 2005
- Issues in assessing trade execution costsJournal of Financial Markets, 2003
- Investor Sophistication and Patterns in Stock Returns after Earnings AnnouncementsThe Accounting Review, 2000
- Evidence that stock prices do not fully reflect the implications of current earnings for future earningsJournal of Accounting and Economics, 1990
- Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?Journal of Accounting Research, 1989
- A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’Journal of Monetary Economics, 1981
- An Empirical Evaluation of Accounting Income NumbersJournal of Accounting Research, 1968