Informational Efficiency under Short Sale Constraints

SIAM Journal on Financial Mathematics ◽

10.1137/140963522 ◽

2015 ◽

Vol 6 (1) ◽

pp. 804-824 ◽

Cited By ~ 7

Author(s):

Robert A. Jarrow ◽

Martin Larsson

Keyword(s):

Informational Efficiency ◽

Short Sale Constraints ◽

Short Sale

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Short‐sale constraints and informational efficiency to private information: A natural experiment

Financial Review ◽

10.1111/fire.12230 ◽

2020 ◽

Vol 55 (4) ◽

pp. 625-643

Author(s):

Hae Mi Choi

Keyword(s):

Private Information ◽

Natural Experiment ◽

Informational Efficiency ◽

Short Sale Constraints ◽

Short Sale

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Option Introduction, Short Sale Constraints and the Speed of Stock Price Adjustment to Negative News

SSRN Electronic Journal ◽

10.2139/ssrn.1105235 ◽

2008 ◽

Author(s):

Blake Phillips

Keyword(s):

Stock Price ◽

Price Adjustment ◽

Short Sale Constraints ◽

Short Sale ◽

Negative News ◽

Stock Price Adjustment

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Short-Sale Constraints, Investor Structure and Liquidity Difference in Magnet Effect of Price Limit Rules: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.1362153 ◽

2009 ◽

Author(s):

Bo Liu

Keyword(s):

Price Limit ◽

Short Sale Constraints ◽

Short Sale ◽

Magnet Effect

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AH Premium and Short Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1708260 ◽

2010 ◽

Cited By ~ 1

Author(s):

MSCI Inc.

Keyword(s):

Short Sale Constraints ◽

Short Sale

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Short Sale Constraints and the Likelihood of Crashes and Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.1947145 ◽

2012 ◽

Author(s):

Arne Christian Klein ◽

Martin T. Bohl

Keyword(s):

Short Sale Constraints ◽

Short Sale

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Investor Sentiment, Profitable Trading Strategies, and Short Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.2575694 ◽

2014 ◽

Author(s):

James Bulsiewicz

Keyword(s):

Investor Sentiment ◽

Trading Strategies ◽

Short Sale Constraints ◽

Short Sale

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Short-Sale Constraints and Credit Runs

SSRN Electronic Journal ◽

10.2139/ssrn.2821091 ◽

2015 ◽

Cited By ~ 1

Author(s):

Gyuri Venter

Keyword(s):

Short Sale Constraints ◽

Short Sale

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Equity-Market Trading Restrictions and Credit Prices: Evidence from Short-Sale Constraints Around the World

SSRN Electronic Journal ◽

10.2139/ssrn.3060801 ◽

2017 ◽

Cited By ~ 2

Author(s):

Mark G. Maffett ◽

Edward L. Owens

Keyword(s):

Equity Market ◽

Short Sale Constraints ◽

Short Sale ◽

The World ◽

Trading Restrictions

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Mispricing, Short-Sale Constraints, and the Cross-Section of Option Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3635130 ◽

2020 ◽

Author(s):

Lakshmi Shankar Ramachandran ◽

Jitendra Tayal

Keyword(s):

Cross Section ◽

Short Sale Constraints ◽

Short Sale ◽

Option Returns ◽

The Cross

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Short Selling ADRs and Foreign Market Short-Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1619465 ◽

2010 ◽

Author(s):

Benjamin M. Blau ◽

Richard S. Warr ◽

Robert A. Van Ness

Keyword(s):

Foreign Market ◽

Short Selling ◽

Short Sale Constraints ◽

Short Sale

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