Search Results - subject:"Short‐sale constraints"

Short-sale constraints and stock returns : a systematic review

Khan, Mostafa Saidur Rahim - In: Journal of capital markets studies 8 (2024) 1, pp. 43-66

Purpose This study delves into the nuanced implications of short-sale constraints on stock prices within the context of … multifaceted reasons for the disparities in findings regarding the influence of short-sale constraints on stock prices. Variations … the use of proxies for short-sale constraints, varied sample periods, market structure nuances, regulatory changes and the …

Persistent link: https://www.econbiz.de/10015047535

Short-sale constraints and stock returns: A systematic review

Khan, Mostafa Saidur Rahim - In: Journal of Capital Markets Studies (JCMS) 8 (2024) 1, pp. 43-66

Persistent link: https://www.econbiz.de/10015327915

Do short-sale constraints inhibit information acquisition? : evidence from regulation SHO

Su, Lixin Nancy; Wong, Sonia M. L.; Xue, Yuan; Zhao, … - In: Journal of financial markets 72 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015178450

Is faster information transmission always better?

Yan, Yu; Tong, Yan; Wang, Yiming - In: Finance research letters 75 (2025), pp. 1-4

Persistent link: https://www.econbiz.de/10015408214

Arbitrage constraints and behaviour of volatility components : evidence from a natural experiment

Srivastava, Pranjal; Jacob, Joshy - 2022

Persistent link: https://www.econbiz.de/10013462142

Breadth of ownership and the cross-section of corporate bond returns

Huang, Jing-Zhi; Qin, Nan; Wang, Ying - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5709-5730

Persistent link: https://www.econbiz.de/10015136133

Sentiment and the cross-section of expected stock returns

Jacoby, Gady; Liao, Chi; Lin, Nanying; Lu, Lei - In: The financial review : the official publication of the … 59 (2024) 2, pp. 459-485

Persistent link: https://www.econbiz.de/10014543991

How price limit affects the market efficiency in a short-sale constrained market? : evidence from a quasi-natural experiment

Chen, Haiqiang; Gu, Ming; Ni, Bo - In: Journal of empirical finance 73 (2023), pp. 22-39

Persistent link: https://www.econbiz.de/10014476987

Role of OTC options in stock price efficiency : evidence from the Chinese market

Zhou, Yaping; Diao, Xundi; Lv, Dayong - In: Accounting and finance 63 (2023) 4, pp. 4629-4655

Persistent link: https://www.econbiz.de/10014477159

Short-sale constraints and firm investment efficiency : evidence from a natural experiment

Chen, Zhihong; Fu, Siwen; Wang, Ke - In: Journal of accounting and public policy 42 (2023) 6, pp. 1-24

Persistent link: https://www.econbiz.de/10014461640