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Long run event performance and opinion divergence

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Short selling activities and convertible bond arbitrage : empirical evidence from the New York stock exchange

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Asymmetric effects of long and short selling positions : evidence from US stock markets

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Short Selling Activities and Convertible Bond Arbitrage : Empirical Evidence from the New York Stock Exchange

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Background and Empirical Predictions -- The Event Study Methodology -- Data, Full Sample and Variable Construction -- Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changes -- Difference in Information Content of Extreme Short Selling Activity Events...

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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts

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Equity return and short-term interest rate volatility : level effects and asymmetric dynamics

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US stock market sensitivity to interest and inflation rates : a quantile regression approach

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The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data

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Investor sentiment and shorted-stock return

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