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

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Cocites

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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.
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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.
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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.
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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.
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  7. The cross market effects of short sale restrictions. (2013). YALAMA, Abdullah ; McKenzie, Michael D. ; Dungey, Mardi.
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    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.
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  9. The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan ; DeLisle, Jared.
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  10. Are informed traders reluctant to bear price risk or execution risk?. (2012). wu, fei ; Garvey, Ryan.
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  11. Short sales in the NYSE batch open and NASDAQ opening cross. (2012). van Ness, Robert ; Spurlin, Paul W..
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  12. The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market. (2012). Chen, Crystal Xiaobei.
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  13. Concentrated short‐selling activity: bear raids or contrarian trading?. (2012). Blau, Benjamin ; Brough, Tyler J..
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  14. Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J..
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  15. How are shorts informed?. (2012). Ringgenberg, Matthew ; Reed, Adam ; Engelberg, Joseph.
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  16. Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M..
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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..
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  18. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip.
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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..
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  20. Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory. (2011). Theissen, Erik ; Fellner-Röhling, Gerlinde.
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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., .
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  22. REIT Short Sales and Return Predictability. (2011). Blau, Benjamin ; Hill, Matthew ; Wang, Hao.
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  23. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
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  24. Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. (2011). Verwijmeren, Patrick ; Dutordoir, Marie ; de Jong, Abe.
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  25. Short selling around dividend announcements and ex-dividend days. (2011). Blau, Benjamin ; Van Ness, Robert A. ; Fuller, Kathleen P..
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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.
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  36. Excess returns and the distinguished player paradox. (2008). von Lilienfeld-Toal, Ulf ; Blonski, Matthias.
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  37. Are Short-sellers Different?. (2008). Bartram, Söhnke ; Yadav, Pradeep K. ; Bardong, Florian.
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  39. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael.
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  41. Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory. (2006). Theissen, Erik ; Fellner-Röhling, Gerlinde.
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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.
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  45. Go Down Fighting: Short Seller vs. Firms. (2004). Lamont, Owen.
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  46. Go Down Fighting: Short Sellers vs. Firms. (2004). Lamont, Owen.
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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, .
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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.
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  49. The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong. (2003). Henry, Ólan ; McKenzie, Michael.
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  50. Governance and Short Sales. (). Kryzanowski, Lawrence ; Dupuis, Daniel.
    In: Finance Working Papers.
    RePEc:sha:finwps:03-04/2015.

    Full description at Econpapers || Download paper

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