Shorting flows, public disclosure, and market efficiency
Year of publication: |
2020
|
---|---|
Authors: | Wang, Xue ; Yan, Xuemin Sterling ; Zheng, Lingling |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 1, p. 191-212
|
Subject: | Anomalies | Public disclosure | Return predictability | Short sale | Unternehmenspublizität | Corporate disclosure | Effizienzmarkthypothese | Efficient market hypothesis | Leerverkauf | Short selling | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
-
Securities lending and information acquisition
Greppmair, Stefan, (2024)
-
Short-selling restriction and return predictability : evidence from China
Jiang, Ying, (2025)
-
Put-call parity violations and return predictability : evidence from the 2008 short sale ban
Nishiotis, George P., (2019)
- More ...
-
Institutional trading, news, and accounting anomalies
Wang, Feifei, (2024)
-
Should mutual fund investors time volatility?
Wang, Feifei, (2021)
-
Financial industry affiliation and hedge fund performance
Zheng, Lingling, (2021)
- More ...