1. A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages. (2024). Boyd, Stephen ; Schmelzer, Thomas ; Johansson, Kasper.
   In: Papers.
   RePEc:arx:papers:2412.02660.

   Full description at Econpapers || Download paper

2. Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Johansson, Kasper.
   In: Papers.
   RePEc:arx:papers:2402.08108.

   Full description at Econpapers || Download paper

3. The Term Structure of Short Selling Costs*. (2023). Weitzner, Gregory.
   In: Review of Finance.
   RePEc:oup:revfin:v:27:y:2023:i:6:p:2125-2161..

   Full description at Econpapers || Download paper

4. Judging a book by its cover: Analysts and attention-driven price patterns in Chinas IPO market. (2023). Johansson, Anders ; Feng, Xunan ; Wei, Dengxi.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x22002086.

   Full description at Econpapers || Download paper

5. Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs. (2023). Ikeda, Naoshi.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000891.

   Full description at Econpapers || Download paper

6. Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Montone, Maurizio ; Dittmann, Ingolf ; Zhu, Yuhao.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651.

   Full description at Econpapers || Download paper

7. Shorting costs and profitability of long–short strategies. (2023). Kim, Dongcheol ; Lee, Byeungjoo.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

   Full description at Econpapers || Download paper

8. Capturing the straw in the wind: do short sellers trade on customer information?. (2022). Zhang, XU ; Wang, Wenming ; Haw, In-Mu.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01027-7.

   Full description at Econpapers || Download paper

9. Valuation Uncertainty and Short-Sales Constraints: Evidence from the IPO Aftermarket. (2022). Sloan, Richard G ; Patatoukas, Panos N ; Yu, Annika.
   In: Management Science.
   RePEc:inm:ormnsc:v:68:y:2022:i:1:p:608-634.

   Full description at Econpapers || Download paper

10. Short-Sale Constraints and Stock Prices: Evidence from Implementation of Securities Refinancing Mechanism in Chinese Stock Markets. (2022). Su, Larry ; Chiclana, Francisco ; Homapour, Elmina.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:17:p:3141-:d:904031.

    Full description at Econpapers || Download paper

11. Passive Ownership and Short Selling. (2022). Schmidt, Daniel ; von Beschwitz, Bastian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1365.

    Full description at Econpapers || Download paper

12. Short sales, short risk, and return predictability in Asia-Pacific real estate markets. (2022). Sheng, Hainan ; Cashman, George D ; Harrison, David M.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000701.

    Full description at Econpapers || Download paper

13. Short selling efficiency. (2022). Da, Zhi ; Chen, Yong ; Huang, Dayong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:387-408.

    Full description at Econpapers || Download paper

14. Does short-selling potential influence merger and acquisition payment choice?. (2022). Sun, Ping ; Strong, Norman C ; Dutordoir, Marie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:144:y:2022:i:3:p:761-779.

    Full description at Econpapers || Download paper

15. Heterogeneous stock traders, endogenous bubbles, and economic fluctuations. (2022). He, Yiyao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005456.

    Full description at Econpapers || Download paper

16. Short selling and options trading: A tale of two markets. (2022). Sheng, Hainan ; Cashman, George D ; Harrison, David M.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:45:y:2022:i:2:p:313-338.

    Full description at Econpapers || Download paper

17. Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:45:y:2022:i:1:p:5-16.

    Full description at Econpapers || Download paper

18. Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. (2022). Pearson, Neil D ; Pollet, Joshua M ; Muravyev, Dmitriy.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:3:p:1787-1828.

    Full description at Econpapers || Download paper

19. Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio.
    In: Working Papers.
    RePEc:aoz:wpaper:116.

    Full description at Econpapers || Download paper

20. Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio.
    In: Working Papers.
    RePEc:aoz:wpaper:108.

    Full description at Econpapers || Download paper

21. Sentiment, Loss Firms, and Investor Expectations of Future Earnings. (2021). Wang, Guannan ; Sun, Estelle Y ; Riedl, Edward J.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:38:y:2021:i:1:p:518-544.

    Full description at Econpapers || Download paper

22. IPO lock-up: a review and assessment. (2021). Narang, Sahil ; Pradhan, Rudra P.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:48:y:2021:i:3:d:10.1007_s40622-021-00286-6.

    Full description at Econpapers || Download paper

23. Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data. (2021). Lunghi, Sandro ; Schmidt, Daniel ; von Beschwitz, Bastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-22.

    Full description at Econpapers || Download paper

24. Mispricing, short-sale constraints, and the cross-section of option returns. (2021). Ramachandran, Lakshmi Shankar ; Tayal, Jitendra.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:297-321.

    Full description at Econpapers || Download paper

25. Short Sellers: A screening theory perspective on B2B relationships. (2021). Cheng, Xin ; Shi, Wei ; Yin, Cheng ; Connelly, Brian L.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:134:y:2021:i:c:p:393-404.

    Full description at Econpapers || Download paper

26. Arbitrageurs and overreaction to earnings surprises. (2021). Contreras, Harold ; Marcet, Francisco.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000751.

    Full description at Econpapers || Download paper

27. Do short sellers anticipate late filings?. (2021). Zhao, Xinlei ; Li, Ting ; Dai, Rui ; Zaiats, Nataliya.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s092911992100167x.

    Full description at Econpapers || Download paper

28. International Asset Pricing with Strategic Business Groups. (2021). Massa, Massimo ; O'Donovan, James ; Zhang, Hong.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15746.

    Full description at Econpapers || Download paper

29. How Fast Should Trades Settle?. (2020). Zoican, Marius ; Khapko, Mariana.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4573-4593.

    Full description at Econpapers || Download paper

30. Price stabilization, short selling, and IPO secondary market liquidity. (2020). Boulton, Thomas J ; Braga-Alves, Marcus V.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:278-291.

    Full description at Econpapers || Download paper

31. IPO flipping activity in China and its implications. (2020). Zhou, Xiaozhou ; Kooli, Maher.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19307061.

    Full description at Econpapers || Download paper

32. Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

    Full description at Econpapers || Download paper

33. Does the media help or hurt retail investors during the IPO quiet period?. (2020). Cedergren, Matthew ; Michels, Jeremy ; Bushee, Brian.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300564.

    Full description at Econpapers || Download paper

34. Biased short: Short sellers disposition effect and limits to arbitrage. (2020). Massa, Massimo ; von Beschwitz, Bastian.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:49:y:2020:i:c:s1386418118302453.

    Full description at Econpapers || Download paper

35. Arbitrage vs. informed short selling: Evidence from convertible bond issuers. (2020). Henry, Tyler R ; Hackney, John ; Koski, Jennifer L.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301310.

    Full description at Econpapers || Download paper

36. Worldwide short selling regulations and IPO underpricing. (2020). Boulton, Thomas J ; Smart, Scott B ; Zutter, Chad J.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300407.

    Full description at Econpapers || Download paper

37. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Ma, Liang ; Hirshleifer, David ; Chu, Yongqiang.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672.

    Full description at Econpapers || Download paper

38. Toward understanding short‐selling activity: demand and supply. (2020). Cheung, Adrian (Wai-Kong) ; Kot, Hung Wan.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2203-2230.

    Full description at Econpapers || Download paper

39. Are Antitakeover Amendments Good for Shareholders? Evidence from the Adoption of Antitakeover Provisions in the Post-SOX Era. (2019). Smith, Erin E.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:04:n:s2010139219500149.

    Full description at Econpapers || Download paper

40. Options pricing and short‐selling in the underlying: Evidence from India. (2019). , Vipul ; Singh, Shivam ; Dixit, Alok.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1250-1268.

    Full description at Econpapers || Download paper

41. Stock Lending Market and the BOJs ETF purchasing program: Micro-Evidence from ETF Balance Sheet Data and Equity Repo Trading Data. (2019). Shino, Junnosuke ; Maeda, Kou.
    In: Working Papers.
    RePEc:wap:wpaper:1811.

    Full description at Econpapers || Download paper

42. The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91.

    Full description at Econpapers || Download paper

43. An analysis of over-the-counter and centralized stock lending markets. (2019). Porras Prado, Melissa ; Huszar, Zsuzsa R.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:43:y:2019:i:c:p:31-53.

    Full description at Econpapers || Download paper

44. Perceived information, short interest, and institutional demand. (2019). Wang, Kainan ; Devault, Luke ; Chung, Chune Young.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:54:y:2019:i:c:p:22-38.

    Full description at Econpapers || Download paper

45. Investor sentiment, SEO market timing, and stock price performance. (2019). Chen, Yi-Wen ; Chou, Robin K ; Lin, Chu-Bin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:51:y:2019:i:c:p:28-43.

    Full description at Econpapers || Download paper

46. Short Interest and Lottery Stocks. (2019). Bergsma, Kelley ; Tayal, Jitendra.
    In: Financial Management.
    RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

    Full description at Econpapers || Download paper

47. Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos ; Chelleysteeley, Patricia ; Lambertides, Neophytos.
    In: European Financial Management.
    RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

    Full description at Econpapers || Download paper

48. Here’s an Opportunity: Knowledge Sharing Among Competitors as a Response to Buy-in Uncertainty. (2018). Botelho, Tristan L.
    In: Organization Science.
    RePEc:inm:ororsc:v:29:y:2018:i:6:p:1033-1055.

    Full description at Econpapers || Download paper

49. The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis. (2018). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo.
    In: Textos para discussão.
    RePEc:fgv:eesptd:469.

    Full description at Econpapers || Download paper

50. Monopoly power with a short selling constraint. (2018). Fuller, David ; Baumann, Robert ; Engelhardt, Bryan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:8-13.

    Full description at Econpapers || Download paper

51. Are short-sales constraints binding when there is a centralized lendable securities market? Evidence from Japan. (2018). Rahim, Mostafa Saidur ; Bremer, Marc ; Kato, Hideaki Kiyoshi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:48:y:2018:i:c:p:85-96.

    Full description at Econpapers || Download paper

52. Short selling around the expiration of IPO share lockups. (2018). Hao, Qing ; Gibbs, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:30-43.

    Full description at Econpapers || Download paper

53. Uncovering Skilled Short-sellers. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Rodrigo, Bruno Giovannetti.
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2017wpecon01.

    Full description at Econpapers || Download paper

54. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2017). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24144.

    Full description at Econpapers || Download paper

55. What Does CEOs’ Pay-for-Performance Reveal About Shareholders’ Attitude Toward Earnings Overstatements?. (2017). Kwon, Illoong ; Guthrie, Katherine ; Sokolowsky, Jan.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:146:y:2017:i:2:d:10.1007_s10551-015-2891-y.

    Full description at Econpapers || Download paper

56. The interaction between security lending market and security trading market. (2017). Wang, Tiandu ; Sun, Qian ; Ma, Chenghu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:46:y:2017:i:pb:p:309-322.

    Full description at Econpapers || Download paper

57. Do individual short-sellers make money? Evidence from Korea. (2017). Wang, Shu-Feng ; Woo, Min-Cheol ; Lee, Kuan-Hui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:159-172.

    Full description at Econpapers || Download paper

58. IPO market timing with uncertain aftermarket retail demand. (2017). Santos, Francisco.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:42:y:2017:i:c:p:247-266.

    Full description at Econpapers || Download paper

59. Why Do Short Sellers Like Qualitative News?. (2017). Chuprinin, Oleg ; Massa, Massimo ; von Beschwitz, Bastian.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:52:y:2017:i:02:p:645-675_00.

    Full description at Econpapers || Download paper

60. Revealing Shorts An Examination of Large Short Position Disclosures. (2016). Waller, William ; Jones, Charles M ; Reed, Adam V.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:29:y:2016:i:12:p:3278-3320..

    Full description at Econpapers || Download paper

61. CAR associated with SEO share lockups: Real or illusionary?. (2016). Chong, Beng ; Liu, Zhenbin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0510-8.

    Full description at Econpapers || Download paper

62. Migrate or not? The effects of regulation SHO on options trading activities. (2016). Zhong, Zhaodong ; Li, Yubin ; Zhao, Chen.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:19:y:2016:i:2:d:10.1007_s11147-015-9117-4.

    Full description at Econpapers || Download paper

63. Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market. (2016). Johansson, Anders ; Feng, Xunan.
    In: Stockholm School of Economics Asia Working Paper Series.
    RePEc:hhs:hascer:2016-039.

    Full description at Econpapers || Download paper

64. Equity issues and the impact of lead manager affiliation on broker market share and trading volume. (2016). Liu, Yubo ; He, Peng William ; Jarnecic, Elvis.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:38:y:2016:i:c:p:17-33.

    Full description at Econpapers || Download paper

65. The costs and benefits of long-short investing: A perspective on the market efficiency literature. (2016). Beaver, William ; Price, Richard ; McNichols, Maureen.
    In: Journal of Accounting Literature.
    RePEc:eee:joacli:v:37:y:2016:i:c:p:1-18.

    Full description at Econpapers || Download paper

66. Assessing the information content of short-selling metrics using daily disclosures. (2016). Manton, Tom ; Gray, Philip ; Comerton-Forde, Carole.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:64:y:2016:i:c:p:188-204.

    Full description at Econpapers || Download paper

67. Informed short selling, fails-to-deliver, and abnormal returns. (2016). Stratmann, Thomas ; Welborn, John W.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:81-102.

    Full description at Econpapers || Download paper

68. Why Do Short Sellers Like Qualitative News?. (2015). Chuprinin, Oleg ; Massa, Massimo ; von Beschwitz, Bastian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1149.

    Full description at Econpapers || Download paper

69. Biased Shorts: Short sellers’ Disposition Effect and Limits to Arbitrage. (2015). Massa, Massimo ; von Beschwitz, Bastian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1147.

    Full description at Econpapers || Download paper

70. Connecting supply, short-sellers and stock returns: Research challenges. (2015). Reed, Adam V.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:60:y:2015:i:2:p:97-103.

    Full description at Econpapers || Download paper

71. In short supply: Short-sellers and stock returns. (2015). Lee, Charles ; Beneish, M D ; Nichols, D C.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:60:y:2015:i:2:p:33-57.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

73. Fails-to-Deliver before and after the Implementation of Rule 203 and Rule 204. (2015). Jain, Chinmay.
    In: The Financial Review.
    RePEc:bla:finrev:v:50:y:2015:i:4:p:611-636.

    Full description at Econpapers || Download paper

74. The Shorting Premium and Asset Pricing Anomalies. (2014). Drechsler, Qingyi Freda .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20282.

    Full description at Econpapers || Download paper

75. Does Short Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?. (2014). Fargher, Neil L ; Curtis, Asher.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:9:p:2324-2340.

    Full description at Econpapers || Download paper

76. The puzzling behavior of short sellers around earnings announcements. (2014). Alexander, Gordon ; Beardsley, Xiaoxin Wang ; Peterson, Mark A.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:23:y:2014:i:2:p:255-278.

    Full description at Econpapers || Download paper

77. Fails-to-deliver, short selling, and market quality. (2014). Raman, Vikas ; Fotak, Veljko ; Yadav, Pradeep K..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:3:p:493-516.

    Full description at Econpapers || Download paper

78. Trading in derivatives when the underlying is scarce. (2014). Banerjee, Snehal ; Graveline, Jeremy J..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:3:p:589-608.

    Full description at Econpapers || Download paper

79. 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.

    Full description at Econpapers || Download paper

80. Optimal multi-period consumption and investment with short-sale constraints. (2014). Salih, Aslihan ; ARISOY, Yakup ; Arsoy, Yakup Eser ; Pnar, Mustafa ; Altay-Salih, Aslhan .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24.

    Full description at Econpapers || Download paper

81. Feedback Effects and the Limits to Arbitrage. (2014). Edmans, Alex ; Jiang, Wei ; Goldstein, Itay.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9917.

    Full description at Econpapers || Download paper

82. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18905.

    Full description at Econpapers || Download paper

83. Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios. (2013). Yang, Chunyu ; Tompaidis, Stathis ; Roche, Herve.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:775-796.

    Full description at Econpapers || Download paper

84. The market for borrowing corporate bonds. (2013). Pathak, Parag ; Covert, Thomas ; Asquith, Paul ; Au, Andrea S..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:155-182.

    Full description at Econpapers || Download paper

85. The options market maker exception to SEC Regulation SHO. (2013). Stratmann, Thomas ; Welborn, John W..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:2:p:195-226.

    Full description at Econpapers || Download paper

86. Are short sellers incrementally informed prior to earnings announcements?. (2013). Blau, Benjamin ; Pinegar, Michael J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:142-155.

    Full description at Econpapers || Download paper

87. Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations. (2013). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:13-14.

    Full description at Econpapers || Download paper

88. IPO pricing: a case of short-sale restrictions and divergent expectations. (2012). Weng, Wenlong ; Kish, Richard J. ; Nayar, Nandkumar.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:9:p:1439-1451.

    Full description at Econpapers || Download paper

89. Dynamic short‐sale constraints, price limits, and price dynamics. (2012). Lin, Tse-Chun.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:256-279.

    Full description at Econpapers || Download paper

90. A cloudy day in the market: short selling behavioural bias or trading strategy. (2012). Funck, Mary C. ; Watson, Ethan.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:238-255.

    Full description at Econpapers || Download paper

91. Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong. (2012). Yu, Yinghui ; Pinegar, Michael J. ; Cheng, Joseph W. ; Chang, Eric C..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:20:y:2012:i:3:p:506-520.

    Full description at Econpapers || Download paper

92. Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:473-491.

    Full description at Econpapers || Download paper

93. The option to stock volume ratio and future returns. (2012). Johnson, Travis L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:262-286.

    Full description at Econpapers || Download paper

94. Doing battle with short sellers: The conflicted role of blockholders in bear raids. (2012). Mathews, Richmond D. ; Khanna, Naveen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:229-246.

    Full description at Econpapers || Download paper

95. Banning short sales and market quality: The UK’s experience. (2012). Payne, Richard ; Marsh, Ian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:1975-1986.

    Full description at Econpapers || Download paper

96. The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks. (2012). Badreddine, Sina ; Holmes, Phil ; Galariotis, Emilios C..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:589-608.

    Full description at Econpapers || Download paper

97. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

    Full description at Econpapers || Download paper

98. Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis. (2012). Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi ; Chou, Robin K..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:309-318.

    Full description at Econpapers || Download paper

99. Feedback Effects and the Limits to Arbitrage. (2011). Jiang, Wei ; Edmans, Alex ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17582.

    Full description at Econpapers || Download paper

100. Arbitrage Free Price Bounds for Property Derivatives. (2011). vanini, paolo ; Syz, Juerg.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:43:y:2011:i:3:p:281-298.

     Full description at Econpapers || Download paper

101. Feedback Effects and the Limits to Arbitrage. (2011). Edmans, Alex ; Jiang, Wei ; Goldstein, Itay.
     In: Working Papers.
     RePEc:ecl:upafin:11-67.

     Full description at Econpapers || Download paper

102. Bear Raids and Short Sale Bans: Is Government Intervention Justifiable?. (2010). Mathews, Richmond ; Khanna, Naveen.
     In: 2010 Meeting Papers.
     RePEc:red:sed010:165.

     Full description at Econpapers || Download paper

103. Short selling in initial public offerings. (2010). Hanley, Kathleen ; Edwards, Amy.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:98:y:2010:i:1:p:21-39.

     Full description at Econpapers || Download paper

104. Returns of claims on the upside and the viability of U-shaped pricing kernels. (2010). Bakshi, Gurdip ; Panayotov, George ; Madan, Dilip.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:97:y:2010:i:1:p:130-154.

     Full description at Econpapers || Download paper

105. The good news in short interest. (2010). Jordan, Bradford ; Boehmer, Ekkehart ; Huszar, Zsuzsa R..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:96:y:2010:i:1:p:80-97.

     Full description at Econpapers || Download paper

106. Post loss/profit announcement drift. (2010). Faurel, Lucile ; Balakrishnan, Karthik ; Bartov, Eli.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:50:y:2010:i:1:p:20-41.

     Full description at Econpapers || Download paper

107. The skinny on the 2008 naked short-sale restrictions. (2010). Boulton, Thomas J. ; Braga-Alves, Marcus V..
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:13:y:2010:i:4:p:397-421.

     Full description at Econpapers || Download paper

108. Portfolio choice and pricing in illiquid markets. (2009). Garleanu, Nicolae.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:144:y:2009:i:2:p:532-564.

     Full description at Econpapers || Download paper

109. 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.

     Full description at Econpapers || Download paper

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

     Full description at Econpapers || Download paper

111. On the Objective of Corporate Boards: Theory and Evidence. (2008). Kwon, Illoong ; Guthrie, Katherine ; Sokolowsky, Jan.
     In: Discussion Papers.
     RePEc:nya:albaec:08-08.

     Full description at Econpapers || Download paper

112. Belief asymmetry and gains from acquisitions. (2008). Zhao, Huainan ; Alexandridis, George ; Antoniou, Antonios.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:18:y:2008:i:5:p:443-460.

     Full description at Econpapers || Download paper

113. A theory of the transition to secondary market trading of IPOs. (2008). Chen, Zhaohui ; Wilhelm, William J..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:90:y:2008:i:3:p:219-236.

     Full description at Econpapers || Download paper

114. The effect of price tests on trader behavior and market quality: An analysis of Reg SHO. (2008). Alexander, Gordon ; Peterson, Mark A..
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:11:y:2008:i:1:p:84-111.

     Full description at Econpapers || Download paper

115. Impact du cadre légal sur le revenu des actionnaires:preuve par la non-normalité. (2008). Moussu, Christophe ; Kharoubi-Rakotomalala, Cecile.
     In: Revue Finance Contrôle Stratégie.
     RePEc:dij:revfcs:v:11:y:2008:i:q1:p:185-223.

     Full description at Econpapers || Download paper

116. The IPO Derby: Are There Consistent Losers and Winners on This Track?. (2008). Chan, Konan ; Kim, Joonghyuk ; Cooney, John W. ; Singh, Ajai K..
     In: Financial Management.
     RePEc:bla:finmgt:v:37:y:2008:i:1:p:45-79.

     Full description at Econpapers || Download paper

117. Ownership structure, expectations, and short sales on the Nasdaq. (2007). Hughen, J. ; Graham, J..
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:31:y:2007:i:1:p:33-48.

     Full description at Econpapers || Download paper

118. Dealer behavior in the specials market for US Treasury securities. (2007). Garbade, Kenneth ; Fleming, Michael.
     In: Journal of Financial Intermediation.
     RePEc:eee:jfinin:v:16:y:2007:i:2:p:204-228.

     Full description at Econpapers || Download paper

119. Noise trader risk: Evidence from the Siamese twins. (2007). Scruggs, John T..
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:10:y:2007:i:1:p:76-105.

     Full description at Econpapers || Download paper

120. Disclosure of Intended Use of Proceeds and Underpricing in Initial Public Offerings. (2007). Leone, Andrew ; Rock, Steve ; Willenborg, Michael.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:45:y:2007:i:1:p:111-153.

     Full description at Econpapers || Download paper

121. Divergence of Opinion and Post‐Acquisition Performance. (2007). Petmezas, Dimitris ; Alexandridis, George ; Antoniou, Antonios.
     In: Journal of Business Finance & Accounting.
     RePEc:bla:jbfnac:v:34:y:2007:i:3-4:p:439-460.

     Full description at Econpapers || Download paper

122. Will the Smart Institutional Investor Always Drive Prices to Fundamental Value?. (2006). Boynton, Wentworth ; Jordan, Steven.
     In: Yale School of Management Working Papers.
     RePEc:ysm:wpaper:amz2357.

     Full description at Econpapers || Download paper

123. Tax management strategies with multiple risky assets. (2006). Tompaidis, Stathis ; Kaniel, Ron ; Gallmeyer, Michael.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:80:y:2006:i:2:p:243-291.

     Full description at Econpapers || Download paper

124. Who trades IPOs? A close look at the first days of trading. (2006). Ellis, Katrina.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:79:y:2006:i:2:p:339-363.

     Full description at Econpapers || Download paper

125. Strategic delivery failures in U.S. equity markets. (2006). Boni, Leslie.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:9:y:2006:i:1:p:1-26.

     Full description at Econpapers || Download paper

126. Discussion of Short Sales Constraints and Momentum in Stock Returns. (2006). Thomas, Steve.
     In: Journal of Business Finance & Accounting.
     RePEc:bla:jbfnac:v:33:y:2006:i:3-4:p:616-631.

     Full description at Econpapers || Download paper

127. Valuation Effects of Short Sale Constraints: the Case of Corporate Takeovers. (2006). Zhao, Huainan ; Alexandridis, George ; Antoniou, Antonios.
     In: European Financial Management.
     RePEc:bla:eufman:v:12:y:2006:i:5:p:747-762.

     Full description at Econpapers || Download paper

128. Efficiency and the Bear: Short Sales and Markets around the World. (2005). Goetzmann, William ; Zhu, Ning ; Bris, Arturo.
     In: Yale School of Management Working Papers.
     RePEc:ysm:wpaper:ysm327.

     Full description at Econpapers || Download paper

129. Efficiency and the Bear: Short Sales and Markets around the World. (2005). zhu, ning ; Goetzmann, William ; Bris, Arturo.
     In: Yale School of Management Working Papers.
     RePEc:ysm:somwrk:ysm327.

     Full description at Econpapers || Download paper

130. Profitable predictability in the cross section of stock returns. (2005). Ready, Mark ; Hanna, Douglas J..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:78:y:2005:i:3:p:463-505.

     Full description at Econpapers || Download paper

131. Short sales, institutional investors and the cross-section of stock returns. (2005). Nagel, Stefan.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:78:y:2005:i:2:p:277-309.

     Full description at Econpapers || Download paper

132. 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.

     Full description at Econpapers || Download paper

133. Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada. (2005). Reed, Adam ; Geczy, Christopher ; Christoffersen, Susan ; Musto, David K..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:78:y:2005:i:1:p:121-144.

     Full description at Econpapers || Download paper

134. Do Stock Prices Really Reflect Fundamental Values? The Case of REITs. (2004). Mayer, Christopher ; Gentry, William ; Jones, Charles M..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:10850.

     Full description at Econpapers || Download paper

135. Investor Sentiment and the Cross-Section of Stock Returns. (2004). Wurgler, Jeffrey ; Baker, Malcolm.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:10449.

     Full description at Econpapers || Download paper

136. Short Interest and Stock Returns. (2004). Pathak, Parag ; Asquith, Paul ; Ritter, Jay R..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:10434.

     Full description at Econpapers || Download paper

137. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market. (2004). Longstaff, Francis ; Mithal, Sanjay ; Neis, Eric .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:10418.

     Full description at Econpapers || Download paper

138. Limited arbitrage and short sales restrictions: evidence from the options markets. (2004). Whitelaw, Robert F. ; Richardson, Matthew ; Ofek, Eli.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:74:y:2004:i:2:p:305-342.

     Full description at Econpapers || Download paper

139. Market liquidity as a sentiment indicator. (2004). Stein, Jeremy ; Baker, Malcolm.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:7:y:2004:i:3:p:271-299.

     Full description at Econpapers || Download paper

140. How and Why do Investors Trade Votes, and What Does it Mean?. (2004). Reed, Adam ; Geczy, Christopher ; Christoffersen, Susan ; Musto, David K..
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2004s-23.

     Full description at Econpapers || Download paper

141. Do Shareholders Preferences Affect their Funds Management? Evidence from the Cross Section of Shareholders and Funds. (2004). Reed, Adam ; Geczy, Christopher ; Christoffersen, Susan ; Musto, David K..
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2004s-22.

     Full description at Econpapers || Download paper

142. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: The Credit-Default Swap Market: Is Credit Protection Priced Correctly?. (2004). Mithal, Sanjay ; Longstaff, Francis A. ; Neis, Eric .
     In: University of California at Los Angeles, Anderson Graduate School of Management.
     RePEc:cdl:anderf:qt8gn7h03k.

     Full description at Econpapers || Download paper

143. Limited Arbitrage, Segmentation, and Investor Heterogeneity: Why the Law of One Price So Often Fails. (2003). Flynn, Sean.
     In: Vassar College Department of Economics Working Paper Series.
     RePEc:vas:papers:56.

     Full description at Econpapers || Download paper

144. Overconfidence and Speculative Bubbles. (2003). Xiong, Wei ; Scheinkman, Jose.
     In: Journal of Political Economy.
     RePEc:ucp:jpolec:v:111:y:2003:i:6:p:1183-1219.

     Full description at Econpapers || Download paper

145. Executive Compensation and Short-termist Behavior in Speculative Markets. (2003). Xiong, Wei ; Scheinkman, Jose ; Bolton, Patrick.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9722.

     Full description at Econpapers || Download paper

146. A Catering Theory of Dividends. (2003). Wurgler, Jeffrey ; Baker, Malcolm.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9542.

     Full description at Econpapers || Download paper

147. Efficiency and the Bear: Short Sales and Markets around the World. (2003). zhu, ning ; Goetzmann, William ; Bris, Arturo.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9466.

     Full description at Econpapers || Download paper

148. Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets. (2003). Whitelaw, Robert F. ; Richardson, Matthew ; Ofek, Eli.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9423.

     Full description at Econpapers || Download paper

149. Management behaviour and market response. (2003). Schuster, Josef Anton ; Luo, Jinhui.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:24861.

     Full description at Econpapers || Download paper

150. The cross-section of European IPO returns. (2003). Schuster, Josef Anton.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:24859.

     Full description at Econpapers || Download paper

151. Allocation of initial public offerings and flipping activity. (2003). Reena, Aggarwal.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:68:y:2003:i:1:p:111-135.

     Full description at Econpapers || Download paper

152. The Limits to Dividend Arbitrage: Implications for Cross-Border Investment. (2003). Reed, Adam ; Geczy, Christopher ; Christoffersen, Susan ; Musto, David K..
     In: Working Papers.
     RePEc:ecl:upafin:03-2.

     Full description at Econpapers || Download paper

153. Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales. (2003). Powers, Michael ; Schizer, David M..
     In: Cowles Foundation Discussion Papers.
     RePEc:cwl:cwldpp:1413.

     Full description at Econpapers || Download paper

154. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2003s-27.

     Full description at Econpapers || Download paper

155. Incentive structures in institutional asset management and their implications for financial markets. (2003). Bank for International Settlements, .
     In: CGFS Papers.
     RePEc:bis:biscgf:21.

     Full description at Econpapers || Download paper

156. Anomalies and Market Efficiency. (2002). Schwert, G..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9277.

     Full description at Econpapers || Download paper

157. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8816.

     Full description at Econpapers || Download paper

158. The bond/old-bond spread. (2002). KRISHNAMURTHY, ARVIND ; Arvind, Krishnamurthy.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:463-506.

     Full description at Econpapers || Download paper

159. Securities lending, shorting, and pricing. (2002). Pedersen, Lasse ; Duffie, Darrell ; Heje, Pedersen Lasse ; Nicolae, Garleanu ; Darrell, Duffie .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:307-339.

     Full description at Econpapers || Download paper

160. The market for borrowing stock. (2002). Gene, D'Avolio.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:271-306.

     Full description at Econpapers || Download paper

161. Short-sale constraints and stock returns. (2002). Lamont, Owen ; Lamont Owen A., ; Jones Charles M., .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:207-239.

     Full description at Econpapers || Download paper

162. Breadth of ownership and stock returns. (2002). Stein, Jeremy ; Hong, Harrison ; Harrison, Hong ; Joseph, Chen.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:171-205.

     Full description at Econpapers || Download paper

163. Limited arbitrage in mergers and acquisitions. (2002). Baker, Malcolm ; Serkan, Savasoglu ; Malcolm, Baker.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:64:y:2002:i:1:p:91-115.

     Full description at Econpapers || Download paper

164. Overconfidence, Short-Sale Constraints and Bubbles. (2002). Xiong, Wei ; Scheinkman, Jose.
     In: Princeton Economic Theory Working Papers.
     RePEc:cla:princt:98734966f1c1a57373801367fbdf0a4b.

     Full description at Econpapers || Download paper

165. DotCom Mania: The Rise and Fall of Internet Stock Prices. (2001). Richardson, Matthew ; Ofek, Eli.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8630.

     Full description at Econpapers || Download paper

166. Hot Markets, Investor Sentiment and IPO Pricing. (2001). Singh, Rajdeep ; nanda, vikram ; Ljungqvist, Alexander.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:3053.

     Full description at Econpapers || Download paper

167. Pairs Trading: Performance of a Relative Value Arbitrage Rule. (2000). Goetzmann, William ; Rouwenhorst, K ; Gatev, Evan.
     In: Yale School of Management Working Papers.
     RePEc:ysm:wpaper:ysm3.

     Full description at Econpapers || Download paper

1. Aggarwal, R. Stabilization activities by underwriters after initial public offering. 2000 Journal of Finance. 55 1075-1103

2. Asquith, P., Meulbroek, L., 1996. An empirical investigation of short interest. Unpublished working paper, Harvard Business School.
   Paper not yet in RePEc: Add citation now
   

3. Baker, M., Savasoglu, S., 2002. Limited arbitrage in mergers and acquisitions. Journal of Financial Economics, forthcoming.

4. Bradley, D. ; Jordan, B. ; Roten, I. ; Yi, H.-C. Venture capital and IPO lockup expiration: an empirical analysis. 2001 Journal of Financial Research. 24 465-492

5. Brav, A. ; Geczy, C. ; Gompers, P.A. Is the abnormal return following equity issuances anomalous?. 2000 Journal of Financial Economics. 56 209-249

6. Brav, A., Gompers, P.A., 2001. The role of lockups in initial public offerings. Unpublished working paper, Duke and Harvard Universities.
   Paper not yet in RePEc: Add citation now
   

7. Brent, A. ; Morse, D. ; Stice, E. Short interest. 1990 Journal of Financial and Quantitative Analysis. 25 273-289

8. Carhart, M. On persistence in mutual fund performance. 1997 Journal of Finance. 52 57-82

9. D'Avolio, G., 2001. The market for borrowing stock. Unpublished working paper, Harvard University.
   Paper not yet in RePEc: Add citation now
   

10. Danielsen, B.R. ; Sorescu, S.M. Why do option introductions depress stock prices? A study of diminishing short-sale constraints. 2001 Journal of Financial and Quantitative Analysis. 36 451-484

11. DeBondt, W.F.M. ; Thaler, R.H. Further evidence on investor overreaction and stock market seasonality. 1987 Journal of Finance. 42 557-581

12. Dechow, P.M. ; Hutton, A.P. ; Meulbroek, L. ; Sloan, R.G. Short-sellers, fundamental analysis and stock returns. 2001 Journal of Financial Economics. 61 77-106

13. Desai, H., Thiagarajan, S.R., Ramesh, K., Balachandran, 2000. An investigation of the informational role of short interest in the Nasdaq market. Unpublished working paper, Southern Methodist University.
    Paper not yet in RePEc: Add citation now
    

14. Diamond, D.W. ; Verrecchia, R.E. Constraints on short-selling and asset price adjustment to private information. 1987 Journal of Financial Economics. 18 277-311

15. Duffie, D. Special repo rates. 1996 Journal of Finance. 51 493-526

16. Duffie, D., Garleanu, N., Pedersen, L.H., 2001. Securities lending, shorting and pricing. Unpublished working paper, Stanford University.
    Paper not yet in RePEc: Add citation now
    

17. Ellis, K. ; Michaely, R. ; O'Hara, M. When the underwriter is the market maker. 2000 Journal of Finance. 55 1039-1074

18. Fama, E. ; French, K. Common risk factors in the returns on stocks and bonds. 1993 Journal of Financial Economics. 33 3-56

19. Field, L.C. ; Hanka, G. The Expiration of IPO Share Lockups. 2001 Journal of Finance. 56 471-500

20. Figlewski, S. The informational effects of restrictions on short sales. 1981 Journal of Financial and Quantitative Analysis. 4 463-476

21. Gintschell, A., 2000. Short interest on NASDAQ. Unpublished working paper, University of Rochester.
    Paper not yet in RePEc: Add citation now
    
22. Greene, W.H. . 1993 Macmillian: New York
    Paper not yet in RePEc: Add citation now
    

23. Heckman, J. Sample selection as a specification error. 1979 Econometrica. 47 153-161

24. Heckman, J. The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models. 1976 Annals of Economic and Social Measurement. 5 475-492

25. Hong, H., Stein, J., 2001. Differences of opinion, rational arbitrage and market crashes. Unpublished working paper, Stanford and Harvard Universities.
    Paper not yet in RePEc: Add citation now
    
26. Houge, T. ; Loughran, T. ; Suchanek, G. ; Yan, X. Divergence of opinion, uncertainty and the quality of initial public offerings. 2001 Financial Management. 30 5-23
    Paper not yet in RePEc: Add citation now
    
27. Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers. 1993 Journal of Finance. 48 93-130
    Paper not yet in RePEc: Add citation now
    
28. Jensen, M.C. ; Ruback, R.S. The market for corporate control. 1983 Journal of Financial Economics. 11 5-50
    Paper not yet in RePEc: Add citation now
    

29. Jindra, J., Walkling, R.A., 2001. Speculation spreads and the market pricing of proposed acquisitions. Unpublished working paper, Ohio State University.

30. Jones, C.M., Lamont, O.A., 2001. Short sale constraints and stock returns. Journal of Financial Economics, forthcoming.

31. Keasler, T.R. Underwriter lock-up releases, initial public offerings and after-market performance. 2001 Financial Review. 37 1-20

32. Keim, D.B. An analysis of mutual fund design. 1999 Journal of Financial Economics. 51 173-194
    Paper not yet in RePEc: Add citation now
    
33. Ketchum, R.G., 1995. Official Correspondence from CEO and EVP, NASD to Richard Lewandowski, Director. The Options Exchange, July 26, 1995.
    Paper not yet in RePEc: Add citation now
    
34. Krishnamurthy, A., 2001. The bond/old-bond spread. Unpublished working paper, Northwestern University.
    Paper not yet in RePEc: Add citation now
    

35. Lamont, O.A., Thaler, R.H., 2001. Can the market add and subtract? Mispricing in tech stock carve-outs. Unpublished working paper, The University of Chicago.

36. Loughran, T. ; Ritter, J.R. The new issues puzzle. 1995 Journal of Finance. 50 23-51

37. MacDonald, J.G. ; Baron, D.C. Risk and return on short position in common stocks. 1973 Journal of Finance. 28 97-107

38. Miller, E.M. Risk, uncertainty and divergence of opinion. 1977 Journal of Finance. 32 1151-1168

39. Mitchell, M., Pulvino, T., Stafford, E., 2001. Limited arbitrage in equity markets. Unpublished working paper, Harvard Business School.
    Paper not yet in RePEc: Add citation now
    
40. Ofek, E., Richardson, M., 2000. The IPO lock-up period: implications for market efficiency and downward slopping demand curves. Unpublished working paper, New York University.
    Paper not yet in RePEc: Add citation now
    
41. Ofek, E., Richardson, M., 2001. DotCom mania: a survey of market efficiency in the Internet sector. Unpublished working paper, New York University.
    Paper not yet in RePEc: Add citation now
    
42. Pastor, L. ; Stambaugh, R. Investing in equity mutual funds. 2001 Journal of Financial Economics. 63 315-349
    Paper not yet in RePEc: Add citation now
    
43. Reed, A.V., 2001. Costly short-selling and stock price reactions to earnings announcements. Unpublished working paper, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now
    
44. Richardson, S., 2000. Accruals and short selling: an opportunity foregone? Unpublished working paper, University of Michigan.
    Paper not yet in RePEc: Add citation now
    

45. Safieddine, A. ; Wilhelm, W.J. An empirical investigation of short selling activity prior to seasoned equity offerings. 1996 Journal of Finance. 51 729-749

46. Securities and Exchange Commission, 1995. Release no. 34-35207; file no. sr-nasd-95-01. Federal Register, Vol. 60, No. 10, Washington, DC.
    Paper not yet in RePEc: Add citation now
    
47. Securities and Exchange Commission, 1996. Release no. 34-37773; file no. sr-amex-96-05. Federal Register, Vol. 61, No. 197, Washington, DC.
    Paper not yet in RePEc: Add citation now
    

48. Senchack, A.J. ; Starks, L.T. Short-sale restrictions and market reaction to short-interest announcements. 1993 Journal of Financial and Quantitative Analysis. 28 177-194

49. Seneca, J.J. Short interest. 1967 Journal of Finance. 22 67-70

50. Shelifer, A. ; Vishny, R.W. The limits of arbitrage. 1997 Journal of Finance. 52 35-55

51. Sorescu, S.M. The effect of options on stock prices. 2000 Journal of Finance. 55 487-514

1. Are busy boards detrimental?. (2013). Lowry, Michelle ; Field, Laura ; Mkrtchyan, Anahit.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:109:y:2013:i:1:p:63-82.

   Full description at Econpapers || Download paper

2. An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters. (2013). Su, Chen ; Brookfield, David .
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:28:y:2013:i:c:p:20-33.

   Full description at Econpapers || Download paper

3. Dutch-auction IPOs: institutional development and underpricing performance. (2012). Robinson, Richard.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:36:y:2012:i:3:p:521-554.

   Full description at Econpapers || Download paper

4. Banking relationships and sell-side research. (2011). Madureira, Leonardo ; Ergungor, Ozgur ; Nayar, Nandkumar ; Singh, Ajai K..
   In: Working Papers (Old Series).
   RePEc:fip:fedcwp:1114.

   Full description at Econpapers || Download paper

5. Conveying quality and value in emerging industries: Star scientists and the role of signals in biotechnology. (2011). Thursby, Jerry ; Stephan, Paula ; Higgins, Matthew.
   In: Research Policy.
   RePEc:eee:respol:v:40:y:2011:i:4:p:605-617.

   Full description at Econpapers || Download paper

6. Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange. (2011). Uzun, Erkin .
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:11:y:2011:i:43:p:53-80.

   Full description at Econpapers || Download paper

7. The Accuracy of Sales Forecasts Disclosed in the IPO Prospectuses: Evidence From Istanbul Stock Exchange. (2011). Bulut, Halil brahim .
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:11:y:2011:i:43:p:17-52.

   Full description at Econpapers || Download paper

8. Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE. (2011). Temurlenk, Sinan M. ; Elmas, Bekir.
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:11:y:2011:i:43:p:1-16.

   Full description at Econpapers || Download paper

9. The market for certification by external parties: Evidence from underwriting and banking relationships. (2010). Duarte-Silva, Tiago .
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:98:y:2010:i:3:p:568-582.

   Full description at Econpapers || Download paper

10. Short selling in initial public offerings. (2010). Hanley, Kathleen ; Edwards, Amy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:1:p:21-39.

    Full description at Econpapers || Download paper

11. IPO Pricing Strategies with Deadweight and Search Costs. (2009). Wang, Ko ; Chan, Su Han ; Yang, Jing.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:31:n:4:2009:p:481-542.

    Full description at Econpapers || Download paper

12. An examination of IPO secondary market returns. (2009). HIGHFIELD, MICHAEL J. ; ROSKELLEY, KENNETH D. ; Gonas, John S. ; Bradley, Daniel J..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:15:y:2009:i:3:p:316-330.

    Full description at Econpapers || Download paper

13. Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange. (2009). Uzun, Erkin .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:11:y:2009:i:43:p:53-80.

    Full description at Econpapers || Download paper

14. The Accuracy of Sales Forecasts Disclosed in the IPO Prospectuses: Evidence From Istanbul Stock Exchange. (2009). Bulut, Halil brahim .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:11:y:2009:i:43:p:17-52.

    Full description at Econpapers || Download paper

15. Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE. (2009). Temurlenk, Sinan M. ; Elmas, Bekir.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:11:y:2009:i:43:p:1-16.

    Full description at Econpapers || Download paper

16. Underpricing versus gross spread: New evidence on the effect of sold shares at the time of IPOs. (2008). Chahine, Salim.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:18:y:2008:i:2:p:180-196.

    Full description at Econpapers || Download paper

17. Information, sell-side research, and market making. (2008). Madureira, Leonardo ; Underwood, Shane.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:2:p:105-126.

    Full description at Econpapers || Download paper

18. Underpricing, ownership dispersion, and aftermarket liquidity of IPO stocks. (2008). Zheng, Steven Xiaofan ; Li, Mingsheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:436-454.

    Full description at Econpapers || Download paper

19. Valuation of global IPOs: a stochastic frontier approach. (2007). Chan, Yue-Cheong ; Wu, Congsheng ; Kwok, Chuck.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:29:y:2007:i:3:p:267-284.

    Full description at Econpapers || Download paper

20. Why are IPO investors net buyers through lead underwriters?. (2007). Harris, Jeffrey ; Topaloglu, Selim ; Griffin, John M..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:2:p:518-551.

    Full description at Econpapers || Download paper

21. Executive stock options and IPO underpricing. (2007). Murphy, Kevin ; Lowry, Michelle.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:1:p:39-65.

    Full description at Econpapers || Download paper

22. The Market for New Issues: Impact of Offering Price on Price Support and Underpricing. (2006). Wang, Xiaoli ; Venezian, Emilio ; Sopranzetti, Ben.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:2:p:165-176.

    Full description at Econpapers || Download paper

23. A Survey of the European IPO Market. (2006). Gajewski, Jean-Franois ; Gresse, Carole.
    In: ECMI Papers.
    RePEc:eps:ecmiwp:1207.

    Full description at Econpapers || Download paper

24. On the marketing of IPOs. (2006). Kieschnick, Robert ; Van Ness, Robert A. ; Cook, Douglas O..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:1:p:35-61.

    Full description at Econpapers || Download paper

25. Who trades IPOs? A close look at the first days of trading. (2006). Ellis, Katrina.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:339-363.

    Full description at Econpapers || Download paper

26. Underwriter learning about unfamiliar firms: Evidence from the history of biotech IPOS. (2006). Pukthuanthong, Kuntara.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:4:p:366-407.

    Full description at Econpapers || Download paper

27. A Survey of the European IPO Market. (2006). Gajewski, Jean-Franois ; Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/8670.

    Full description at Econpapers || Download paper

28. Interaction Between Short Selling and Potential Insider Selling in the IPO Aftermarket. (2005). Harper, Joel ; Madura, Jeff ; Johnston, Jarrod.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:27:y:2005:i:3:p:283-302.

    Full description at Econpapers || Download paper

29. Price support and spreads in the IPO aftermarket: An empirical microstructure study. (2005). Eisenstadt, Robert C. ; Li, Mingsheng.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:748-766.

    Full description at Econpapers || Download paper

30. Security analysis and market making. (2005). Cho, Seong-Yeon ; Chung, Kee H..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:14:y:2005:i:1:p:114-141.

    Full description at Econpapers || Download paper

31. Strategic share allocation and underpricings of IPOs in Hong Kong. (2005). Mak, Billy S. C., ; Chan, Kam C. ; Cheng, Louis T. W., .
    In: International Business Review.
    RePEc:eee:iburev:v:14:y:2005:i:1:p:41-59.

    Full description at Econpapers || Download paper

32. Zur Effizienz von Wertpapieremissionen über Internetplattformen. (2004). Trauten, Andreas .
    In: Working Papers.
    RePEc:zbw:cciehs:8.

    Full description at Econpapers || Download paper

33. The Existence and Effectiveness of Price Support Activities in Germany: A Note. (2004). Smith, Peter ; Rummer, Marco ; Oehler, Andreas.
    In: Discussion Papers.
    RePEc:zbw:bamfin:30.

    Full description at Econpapers || Download paper

34. IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany. (2004). Smith, Peter ; Rummer, Marco ; Oehler, Andreas.
    In: Discussion Papers.
    RePEc:zbw:bamfin:26.

    Full description at Econpapers || Download paper

35. IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany. (2004). Smith, Peter ; Rummer, Marco ; Oehler, Andreas.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:62.

    Full description at Econpapers || Download paper

36. Risk, Reputation, and the Price Support of IPOs. (2004). Katharina, Lewellen.
    In: Working papers.
    RePEc:mit:sloanp:5055.

    Full description at Econpapers || Download paper

37. Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns. (2004). Wagner, Niklas.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:18:y:2004:i:1:p:59-72.

    Full description at Econpapers || Download paper

38. Follow-on offerings. (2004). Harper, Joel T. ; Madura, Jeff ; Johnston, Jarrod.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:1:p:251-264.

    Full description at Econpapers || Download paper

39. Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms. (2004). Krishnamurthy, Srinivasan ; Spindt, Paul A. ; Fernando, Chitru S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:7:y:2004:i:4:p:377-403.

    Full description at Econpapers || Download paper

40. Market-wide impact of the disposition effect: evidence from IPO trading volume. (2004). Kaustia, Markku.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:7:y:2004:i:2:p:207-235.

    Full description at Econpapers || Download paper

41. Underwriter short covering in the IPO aftermarket: a clinical study. (2004). Boehmer, Ekkehart ; Fishe, Raymond P. H., .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:10:y:2004:i:4:p:575-594.

    Full description at Econpapers || Download paper

42. Over-allotment options in IPOs on Germanys Neuer Markt: An empirical investigation. (2003). Schlag, Christian ; Franzke, Stefanie A..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200216.

    Full description at Econpapers || Download paper

43. Soutien Des Cours Et Sous-Evaluation Des Introductions Sur Le Nouveau Marche. (2003). Ghazouani, Samir ; Ben Naceur, Sami.
    In: Working Papers.
    RePEc:erg:wpaper:0320.

    Full description at Econpapers || Download paper

44. The cross-section of European IPO returns. (2003). Schuster, Josef Anton.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24859.

    Full description at Econpapers || Download paper

45. Discounting and underpricing in seasoned equity offers. (2003). Hansen Robert S., ; Oya, Altinkilic.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:69:y:2003:i:2:p:285-323.

    Full description at Econpapers || Download paper

46. A Review of IPO Activity, Pricing and Allocations. (2002). welch, ivo ; Ritter, Jay.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm258.

    Full description at Econpapers || Download paper

47. Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance. (2002). Krishnamurthy, Srinivasan ; Spindt, Paul A. ; Fernando, Chitru S..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-33.

    Full description at Econpapers || Download paper

48. A Review of IPO Activity, Pricing, and Allocations. (2002). welch, ivo ; Ritter, Jay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8805.

    Full description at Econpapers || Download paper

49. Stocks are special too: an analysis of the equity lending market. (2002). Reed, Adam ; Geczy, Christopher ; Adam, Reed ; Musto David K., ; Geczy Christopher C., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:241-269.

    Full description at Econpapers || Download paper

50. The Underpricing of Initial Public Offerings: Further Canadian Evidence. (2001). Kooli, Maher ; Suret, Jean-Marc.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-50.

    Full description at Econpapers || Download paper

Report date: 2025-09-17 11:40:52 || Missing content? Let us know