Search Results - subject:"Short‐sale constraints"

Migrate or not? : the effects of regulation SHO on options trading activities

Li, Yubin; Zhao, Chen; Zhong, Zhaodong - In: Review of derivatives research 19 (2016) 2, pp. 113-146

Persistent link: https://www.econbiz.de/10011927960

The intended and unintended consequences of financial-market regulations : a general-equilibrium analysis

Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory - In: Journal of monetary economics 81 (2016), pp. 25-43

Persistent link: https://www.econbiz.de/10011709400

Difference in Interim Performance and Risk Taking with Short-sale Constraints

Basak, Suleyman; Makarov, Dmitry - Center for Economic and Financial Research (CEFIR), New … - 2010

winners. We consider a rational model of a mutual fund tournament in the presence of short-sale constraints and find the …

Persistent link: https://www.econbiz.de/10008833449

Worldwide short selling regulations and IPO underpricing

Boulton, Thomas J.; Smart, Scott B.; Zutter, Chad J. - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012239350

A Study of Market-Wide Short-Selling Restrictions

Charoenrook, Anchada; Daouk, Hazem - Charles H. Dyson School of Applied Economics and … - 2009

This paper contributes empirical evidence to the on-going debate on short sales. Our examination of how market-wide short-sale restrictions affect aggregate market returns focuses on two main questions: What is the effect of short-sale restrictions on skewness, volatility, the probability of...

Persistent link: https://www.econbiz.de/10004979530

Why do different shortsellers pay different loan fees? : a market-wide analysis

Chague, Fernando; De-Losso, Rodrigo; Genaro, Alan de; … - 2015

Persistent link: https://www.econbiz.de/10011522005

Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints

Chabakauri, Georgy - In: Journal of monetary economics 75 (2015), pp. 21-34

Persistent link: https://www.econbiz.de/10011569353

Financial distress, short sale constraints, and mispricing

Kim, Dongcheol; Lee, Inro; Na, Haejung - In: Pacific-Basin finance journal 53 (2019), pp. 94-111

Persistent link: https://www.econbiz.de/10012133300

Security price formation and informed trading with constrained short selling

Henry, Tyler R. - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 123-151

Persistent link: https://www.econbiz.de/10012173027

Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach

Jiang, Danling; Peterson, David R.; Doran, James S. - In: Journal of Empirical Finance 28 (2014) C, pp. 36-59

idiosyncratic volatility stocks in the presence of binding short-sale constraints. We study three events: IPO lockup expirations … that biased investor beliefs and binding short-sale constraints contribute to idiosyncratic volatility overpricing. …, option introductions, and the 2008 short-sale ban on financial firms. Consistent with our prediction, we show that when short-sale …

Persistent link: https://www.econbiz.de/10010939534