1. The price continuity, return and volatility spillover effects of regular and after-hours trading. (2024). Chang, Ting-Huan ; Chiou, De-Shin ; Hsiao, I-Fan ; Chiu, Chien-Liang.
   In: PLOS ONE.
   RePEc:plo:pone00:0299207.

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2. Short-term Overreaction in American Depository Receipts. (2020). Jerke, Maria Eva ; Lobo, Jlio.
   In: Scientific Annals of Economics and Business (continues Analele Stiintifice).
   RePEc:aic:saebjn:v:67:y:2020:i:4:p:423-435:n:177.

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3. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:1:p:14-25.

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1. Short Selling and Inside Information. (2016). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovann, .
   In: Working Papers, Department of Economics.
   RePEc:spa:wpaper:2013wpecon6.

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2. Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect. (2015). Massa, Massimo ; von Beschwitz, Bastian.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10535.

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3. Autocorrelation in daily short-sale volume. (2014). Blau, Benjamin ; Smith, Jason M..
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:54:y:2014:i:1:p:31-41.

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4. Aggregate short selling, commonality, and stock market returns. (2014). Yan, Xuemin ; Yu, Han ; Nikolic, Biljana ; Lynch, Andrew.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:17:y:2014:i:c:p:199-229.

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5. Short sales, margin purchases and bid–ask spreads. (2013). Zhao, Yan ; Cheng, Lee-Young ; Ni, Cih-Ying ; Chang, Chong-Chuo.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:24:y:2013:i:c:p:199-220.

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6. Are short sellers positive feedback traders? Evidence from the global financial crisis. (2013). Siklos, Pierre ; Bohl, Martin T. ; Klein, Arne C..
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:9:y:2013:i:3:p:337-346.

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7. The cross market effects of short sale restrictions. (2013). YALAMA, Abdullah ; McKenzie, Michael D. ; Dungey, Mardi.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:26:y:2013:i:c:p:53-71.

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8. Testing the Effects of Short-Selling Restrictions on Asset Prices. (2012). Giovannetti, Bruno ; De-Losso, Rodrigo ; Alan De Genaro, Bruno C. Giovannetti, .
   In: Working Papers, Department of Economics.
   RePEc:spa:wpaper:2012wpecon18.

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9. The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan ; DeLisle, Jared.
   In: MPRA Paper.
   RePEc:pra:mprapa:42566.

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10. Are informed traders reluctant to bear price risk or execution risk?. (2012). wu, fei ; Garvey, Ryan.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:4:p:284-303.

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11. Short sales in the NYSE batch open and NASDAQ opening cross. (2012). van Ness, Robert ; Spurlin, Paul W..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:219-237.

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12. The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market. (2012). Chen, Crystal Xiaobei.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:204-218.

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13. Concentrated short‐selling activity: bear raids or contrarian trading?. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:187-203.

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14. Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:38-48.

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15. How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; Engelberg, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:260-278.

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16. Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451.

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17. Short selling of ADRs and foreign market short-sale constraints. (2012). Blau, Benjamin ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:886-897.

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18. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:14-25.

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19. The impact of naked short selling on the securities lending and equity market. (2012). Lepone, Andrew ; Lecce, Steven ; Segara, Reuben ; McKenzie, Michael D..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:81-107.

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20. Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory. (2011). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201105.

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21. The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. (2011). Ulusoy, Veysel ; Çankaya, Serkan ; Eken, Hasan/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:43658.

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22. REIT Short Sales and Return Predictability. (2011). Blau, Benjamin ; Hill, Matthew ; Wang, Hao.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:4:p:481-503.

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23. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:20:y:2011:i:1:p:1-10.

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24. Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. (2011). Verwijmeren, Patrick ; Dutordoir, Marie ; de Jong, Abe.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:1:p:113-129.

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25. Short selling around dividend announcements and ex-dividend days. (2011). Blau, Benjamin ; Van Ness, Robert A. ; Fuller, Kathleen P..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:3:p:628-639.

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26. Short sales and speed of price adjustment: Evidence from the Hong Kong stock market. (2010). Rhee, Ghon S. ; Chen, Crystal Xiaobei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:471-483.

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27. An overview of Asian equity markets. (2010). Hsieh, Joyce ; Nieh, Chien-Chung.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51.

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28. The Case for Mandatory Ownership Disclosure. (2009). Schouten, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:14139.

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29. The Case for Mandatory Ownership Disclosure. (2009). Schouten, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:12800.

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30. Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban. (2009). Hansson, Fredrik ; Fors, Erik Rudow .
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0365.

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31. Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388.

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32. Short sale and stock returns: Evidence from the Taiwan Stock Exchange. (2009). Huang, Zhaodan ; Liao, Bih-Shuang.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:1146-1158.

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33. An event time study of the price reaction to large retail trades. (2009). Lepone, Andrew ; Jarnecic, Elvis ; Frino, Alex.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:617-632.

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34. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Onayev, Zhan ; Au, Andrea S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:290-316.

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35. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:09-23.

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36. Excess returns and the distinguished player paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:78.

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37. Are Short-sellers Different?. (2008). Bartram, Söhnke ; Yadav, Pradeep K. ; Bardong, Florian.
    In: MPRA Paper.
    RePEc:pra:mprapa:13585.

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38. Excess Returns and the Distinguished Player Paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
    In: Center for Globalization and Europeanization of the Economy (CeGE) Discussion Papers.
    RePEc:got:cegedp:78.

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39. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1001.

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40. Intraday stock price effects of ad hoc disclosures: the German case. (2007). Muntermann, Jan ; Guettler, Andre.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:1:p:1-24.

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41. Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory. (2006). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: Labsi Experimental Economics Laboratory University of Siena.
    RePEc:usi:labsit:009.

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42. Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange. (2005). Lepone, Andrew ; Jarnecic, Elvis ; Johnstone, David ; Frino, Alex.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:13:y:2005:i:3:p:247-262.

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43. Short interest, institutional ownership, and stock returns. (2005). Ritter, Jay ; Pathak, Parag ; Asquith, Paul.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:2:p:243-276.

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44. The relationship between short interest and stock returns in the Canadian market. (2005). Ackert, Lucy ; Athanassakos, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:7:p:1729-1749.

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45. Go Down Fighting: Short Seller vs. Firms. (2004). Lamont, Owen.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2521.

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46. Go Down Fighting: Short Sellers vs. Firms. (2004). Lamont, Owen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10659.

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47. Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models. (2004). McNelis, Paul ; Carrie K. C. Chan, .
    In: Working Papers.
    RePEc:hkm:wpaper:212004.

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48. The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong. (2004). Henry, Ólan ; McKenzie, Michael.
    In: Working Papers.
    RePEc:hkm:wpaper:032004.

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49. The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong. (2003). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:869.

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50. Governance and Short Sales. (). Kryzanowski, Lawrence ; Dupuis, Daniel.
    In: Finance Working Papers.
    RePEc:sha:finwps:03-04/2015.

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