Overpricing or Underpricing, Short Sale Constraints and De-Correlation Role of Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.3144136 ◽

2018 ◽

Author(s):

Liang Wu ◽

Zhiming Fu

Keyword(s):

Index Futures ◽

Short Sale Constraints ◽

Short Sale

Download Full-text

Effects of Spot Market Short-Sale Constraints on Index Futures Trading

Review of Finance ◽

10.1093/rof/rfw020 ◽

2016 ◽

pp. rfw020

Author(s):

Frank J. Fabozzi ◽

Ahmet K. Karagozoglu ◽

Na Wang

Keyword(s):

Spot Market ◽

Futures Trading ◽

Index Futures ◽

Short Sale Constraints ◽

Short Sale

Download Full-text

Heterogeneous Beliefs, Short Sale Constraints, and the Economic Role of the Underwriter in IPOs

SSRN Electronic Journal ◽

10.2139/ssrn.890859 ◽

2009 ◽

Cited By ~ 5

Author(s):

Thomas J. Chemmanur ◽

Karthik Krishnan

Keyword(s):

Heterogeneous Beliefs ◽

Economic Role ◽

Short Sale Constraints ◽

Short Sale

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text