1. Circumventing SEC Rule 201 short sale restrictions with options. (2023). Switzer, Lorne.
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   RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300363x.

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2. Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange. (2021). TSAI, WEI-CHE ; Chuang, Yiwei ; Weng, Peishih ; Yin, Chi.
   In: Journal of Futures Markets.
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3. What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Voukelatos, Nikolaos ; Zhang, Mengyu.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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4. 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.

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5. Option‐implied information and stock herding. (2019). Verousis, Thanos ; Voukelatos, Nikolaos.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1429-1442.

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6. Public news announcements, short-sale restriction and informational efficiency. (2019). Choy, Siu Kai ; Zhang, Hua.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:52:y:2019:i:1:d:10.1007_s11156-018-0707-8.

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7. The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market. (2018). Lin, Zih-Ying ; Wang, Yaw-Huei ; Chang, Chuang-Chang.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:94:y:2018:i:c:p:152-165.

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8. The dynamic relation between options trading, short selling, and aggregate stock returns. (2016). Mauck, Nathan ; DeLisle, Jared ; Lee, Bong Soo.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0516-2.

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9. Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?. (2016). Silva, Paulo ; da Silva, Paulo Pereira.
   In: Czech Journal of Economics and Finance (Finance a uver).
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10. Detecting the great short squeeze on Volkswagen. (2016). , Keith.
    In: Pacific-Basin Finance Journal.
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11. Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan. (2014). Chiang, Wen-Shan ; Chang, Chih-Hsiang.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:17:y:2014:i:03:n:s0219091514500192.

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12. The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Kraussl, Roman ; Felix, Luiz.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201317.

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13. Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban. (2012). Verwijmeren, Patrick ; Lim, Bryan ; Grundy, Bruce D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:331-348.

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1. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
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2. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Halling, Michael.
   In: CSEF Working Papers.
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3. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
   In: Finance.
   RePEc:wpa:wuwpfi:0506006.

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4. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
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5. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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6. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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7. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta.
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8. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
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9. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
   In: Finance.
   RePEc:wpa:wuwpfi:0411012.

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10. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
    In: Finance.
    RePEc:wpa:wuwpfi:0305006.

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11. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
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12. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
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13. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
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14. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick.
    In: Econometric Society 2004 Far Eastern Meetings.
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15. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
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16. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
    In: Finance.
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17. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Adrangi, B. ; Chatrath, A..
    In: Applied Financial Economics.
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18. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

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19. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
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20. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge .
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21. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
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22. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
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23. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
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24. When is inter-transaction time informative?. (2003). Furfine, Craig.
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25. Transmission of information across international equity markets. (2003). Wongswan, Jon.
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26. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
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27. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
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28. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
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29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
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30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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31. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
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32. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
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33. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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34. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
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35. Private Information and Trade Timing. (2000). Smith, Lones.
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36. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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37. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
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38. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
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39. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
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40. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
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41. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
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42. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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43. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
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44. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
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45. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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46. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
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47. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
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48. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
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49. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
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50. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik.
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