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  • Search: subject:"Short sale constraints"
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Year of publication
Subject
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short sale constraints 6 short-sale constraints 6 Short-sale constraints 5 Aktienmarkt 4 Börsenkurs 4 Leerverkauf 4 Share price 4 Short selling 4 Stock market 4 Theorie 4 Theory 4 GMM under short-sale constraints 3 Market efficiency 3 Portfolio choice 3 Portfolio selection 3 Portfolio-Management 3 Stock returns 3 Tobin tax 3 Volatility 3 Volatilität 3 Allgemeines Gleichgewicht 2 Capital income 2 Capital market returns 2 Dekompositionsverfahren 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Financial market regulation 2 Finanzmarktregulierung 2 General equilibrium 2 Kapitaleinkommen 2 Kapitalmarktrendite 2 Liquidity constraint 2 Liquiditätsbeschränkung 2 Momentenmethode 2 Nichtparametrisches Verfahren 2 Overvaluation 2 Short sale constraints 2 Tobinsteuer 2 anomalies 2 borrowing constraints 2
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Online availability
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Free 26 CC license 2
Type of publication
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Book / Working Paper 21 Article 4 Other 1
Type of publication (narrower categories)
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Working Paper 10 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 2 Article in journal 2 Aufsatz in Zeitschrift 2 Thesis 2
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Language
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English 19 Undetermined 7
Author
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Botshekan, Mahmoud 3 Buss, Adrian 3 Dumas, Bernard 3 Uppal, Raman 3 Vilkov, Grigory 3 Guo, Songchan 2 Khan, Mostafa Saidur Rahim 2 Lucas, Andre 2 Pyo, Unyong 2 Weber, Michael 2 Basak, Suleyman 1 Boulton, Thomas 1 Braga-Alves, Marcus 1 Chague, Fernando 1 Charoenrook, Anchada 1 Daouk, Hazem 1 De-Losso, Rodrigo 1 Doran, James 1 García-Álvarez, Luis 1 Genaro, Alan de 1 Giovannetti, Bruno 1 Hsiao, Chih-Ying 1 Jacob, Joshy 1 Jensen, Bjarne Astrup 1 Jiang, Danling 1 Kevin (Min) Zhao 1 Lamont, Owen 1 Lucas, André 1 Luger, Richard 1 Makarov, Dmitry 1 Marín, José M. 1 Olivier, Jacques 1 Pankratov, Andrey 1 Peterson, David 1 Srivastava, Pranjal 1
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Institution
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Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Charles H. Dyson School of Applied Economics and Management, Cornell University 1 Copenhagen Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Economics and Finance Department, Jennings A. Jones College of Business 1 Parwada, Jerry, Banking & Finance, Australian School of Business, UNSW 1 Powell, Ronan, Banking & Finance, Australian School of Business, UNSW 1 School of Management, Yale University 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Whitehead, Marcela, Banking & Finance, Australian School of Business, UNSW 1
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Published in...
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CESifo Working Paper 1 CESifo working papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Discussion paper / Tinbergen Institute 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Faculty & research / Insead : working paper series 1 Journal of Capital Markets Studies (JCMS) 1 Journal of capital markets studies 1 MPRA Paper 1 Research paper series / Swiss Finance Institute 1 SAFE Working Paper 1 SAFE working paper 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 1 Working Papers / Charles H. Dyson School of Applied Economics and Management, Cornell University 1 Working Papers / Copenhagen Business School 1 Working Papers / Economics and Finance Department, Jennings A. Jones College of Business 1 Working paper / Indian Institute of Management, Ahmedabad 1 Working papers / Department of Economics, University of São Paulo (FEA-USP) 1 Yale School of Management Working Papers 1
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Source
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ECONIS (ZBW) 9 RePEc 9 EconStor 5 BASE 3
Showing 1 - 10 of 26
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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
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Cover Image
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
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/10015327915
Saved in:
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Arbitrage constraints and behaviour of volatility components : evidence from a natural experiment
Srivastava, Pranjal; Jacob, Joshy - 2022
Persistent link: https://www.econbiz.de/10013462142
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Does option trading affect idiosyncratic momentum?
Guo, Songchan; Pyo, Unyong - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19
Portfolios in idiosyncratic momentum are formed on past residuals of the Fama-French three factor model rather than past total returns. This study examines whether the idiosyncratic momentum strategy can sustain excess returns following the emergence of traded options. We compare idiosyncratic...
Persistent link: https://www.econbiz.de/10014001318
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Costs and information leakages on asset-borrowing markets
Pankratov, Andrey - 2020
Persistent link: https://www.econbiz.de/10012271192
Saved in:
Cover Image
Does option trading affect idiosyncratic momentum?
Guo, Songchan; Pyo, Unyong - In: Cogent economics & finance 8 (2020) 1, pp. 1-19
Portfolios in idiosyncratic momentum are formed on past residuals of the Fama-French three factor model rather than past total returns. This study examines whether the idiosyncratic momentum strategy can sustain excess returns following the emergence of traded options. We compare idiosyncratic...
Persistent link: https://www.econbiz.de/10013179587
Saved in:
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The intended and unintended consequences of financial-market regulations: A general equilibrium analysis
Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory - 2016
In a production economy with trade in financial markets motivated by the desire to share labor-income risk and to speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk premium, and reduces welfare. Regulatory measures, such as...
Persistent link: https://www.econbiz.de/10011435502
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Cash Flow Duration and the Term Structure of Equity Returns
Weber, Michael - 2016
for short-sale constraints, and find the negative cross-sectional relationship between cash flow duration and returns is …
Persistent link: https://www.econbiz.de/10011522543
Saved in:
Cover Image
The intended and unintended consequences of financial-market regulations : a general equilibrium analysis
Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory - 2016
In a production economy with trade in financial markets motivated by the desire to share labor-income risk and to speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk premium, and reduces welfare. Regulatory measures, such as...
Persistent link: https://www.econbiz.de/10011436064
Saved in:
Cover Image
Cash flow duration and the term structure of equity returns
Weber, Michael - 2016
for short-sale constraints, and find the negative cross-sectional relationship between cash flow duration and returns is …
Persistent link: https://www.econbiz.de/10011521939
Saved in:
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