Search Results - subject:"Short‐sale constraints"

Difference in interim performance and risk taking with short-sale constraints

Basak, Suleyman; Makarov, Dmitry - In: Journal of Financial Economics 103 (2012) 2, pp. 377-392

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/10010571680

Primary market characteristics and secondary market frictions of stocks

Boehme, Rodney; Çolak, Gönül - In: Journal of financial markets 15 (2012) 2, pp. 286-327

Persistent link: https://www.econbiz.de/10009614482

Short-sale constraints and efficiency of the spot-futures dynamics

McMillan, David G.; Philip, Dennis - In: International review of financial analysis 24 (2012), pp. 129-136

Persistent link: https://www.econbiz.de/10009688155

Go Down Fighting: Short Seller vs. Firms

Lamont, Owen - School of Management, Yale University - 2004

create short sale constraints. Consistent with the hypothesis that short sale constraints allow stocks to be overpriced …

Persistent link: https://www.econbiz.de/10008854027

Short-sales constraints and market quality: Evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International Review of Financial Analysis 20 (2011) 4, pp. 225-236

Using data from fourteen equity markets, this study empirically examines the impact of the 2008 short-selling bans on market quality. Evidence indicates that restrictions on short-selling lead to artificially inflated prices, indicated by positive abnormal returns. This is consistent with...

Persistent link: https://www.econbiz.de/10009142917

Difference in interim performance and risk taking with short-sale constraints

Başak, Suleyman; Makarov, Dmitry - In: Journal of financial economics 103 (2012) 2, pp. 377-392

Persistent link: https://www.econbiz.de/10009501365

Short sale constraints and information-driven short selling : evidence on NASDAQ

Zhao, Kevin - In: Applied economics 48 (2016) 22/24, pp. 2113-2124

Persistent link: https://www.econbiz.de/10011590343

Divergence of investors? opinion and takeovers: the impact on announcement returns, bid success and merger arbitrage investment strategies

Whitehead, Marcela, Banking & Finance, Australian … - 2010

divergence of opinion and short sale constraints on merger announcement returns. To our knowledge, no study has analysed this … target returns is weak. Neither of our proxies for short sale constraints (level of institutional ownership or short selling …

Persistent link: https://www.econbiz.de/10009484192

The Skinny on the 2008 Naked Short-Sale Restrictions

Boulton, Thomas; Braga-Alves, Marcus - 2010

that short-sale constraints result in overpriced securities and low subsequent returns. Consistent with Miller …

Persistent link: https://www.econbiz.de/10009484544

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

Basak, Suleyman; Makarov, Dmitry - C.E.P.R. Discussion Papers - 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/10008680757