Search Results - subject:"Short sale restrictions"

The relationship between herding behavior and firm size before and after the elimination of short-sale price restrictions

Chang, Chiao-yi; Shie, Fu-shuen; Yang, Shu Ling - In: Quantitative finance and economics 3 (2019) 3, pp. 526-549

Persistent link: https://www.econbiz.de/10012176590

Lottery preferences and retail short selling

Tsai, Chia-Fen; Chang, Jung-Hsien; Tsai, Feng-Tse - In: Pacific-Basin finance journal 68 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10013332513

Modelling conditional skewness : Heterogeneous beliefs, short sale restrictions and market declines

Shum, Wai Yan - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012659587

Short-Sale restrictions and price clustering : evidence from SEC Rule 201

Davis, Ryan L.; Jurich, Stephen N.; Roseman, Brian S.; … - In: Journal of financial services research : JFSR 54 (2018) 3, pp. 345-367

Persistent link: https://www.econbiz.de/10012026525

Thriving in a disrupted market : a study of Chinese hedge fund performance

Huang, Ying; Yao, Juan; Zhu, Yu - In: Pacific-Basin finance journal 48 (2018), pp. 210-223

Persistent link: https://www.econbiz.de/10012028056

The impact of short sale restrictions on informed trading in the stock and options markets

Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273

Persistent link: https://www.econbiz.de/10011624726

Short sale restrictions, differences of opinion, and single-country, closed-end fund discount

Sanning, Lee W.; Skiba, Alexandre; Skiba, Hilla - In: International Review of Financial Analysis 29 (2013) C, pp. 44-50

that in the simultaneous presence of (1) short sale restrictions and (2) dispersion of investors' opinions, securities …. Consistent with theoretical predictions, we find that neither dispersion of investor opinion nor short sale restrictions alone …

Persistent link: https://www.econbiz.de/10010741746

Short sale restrictions, differences of opinion, and single-country, closed-end fund discount

Sanning, Lee W.; Skiba, Alexandre; Skiba, Hilla - In: International review of financial analysis 29 (2013), pp. 44-50

Persistent link: https://www.econbiz.de/10010244132

Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban

Grundy, Bruce D.; Lim, Bryan; Verwijmeren, Patrick - In: Journal of Financial Economics 106 (2012) 2, pp. 331-348

The effectiveness of any sanction depends on the costs of avoiding its restrictions. We examine whether bearish option strategies were substitutes for short sales during the September 2008 short-sale ban. We find a significant diminution in option volumes and a significant increase in option...

Persistent link: https://www.econbiz.de/10010593842

Do option markets undo restrictions on short sales? : evidence from the 2008 short-sale ban

Grundy, Bruce D.; Lim, Bryan; Verwijmeren, Patrick - In: Journal of financial economics 106 (2012) 2, pp. 331-348

Persistent link: https://www.econbiz.de/10009666655