A Study on the Information Effect of the Over－Short Sale Designation System

Mapping Intimacies ◽

10.29189/kaiajfai.21.1.2 ◽

2021 ◽

Vol 21 (1) ◽

pp. 27-53

Author(s):

JinWon Son ◽

Jungyoon Byun ◽

DooCheol Moon ◽

ByungChul Choi

Keyword(s):

Information Effect ◽

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Information Effect of New Office Investments and Determinant of Firm Value

The Institute of Management and Economy Research ◽

10.32599/apjb.11.3.202009.95 ◽

2020 ◽

Vol 11 (3) ◽

pp. 95-106

Author(s):

Jin-Hwon Lee ◽

Po-Sang Lee

Keyword(s):

Information Effect

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Option Introduction, Short Sale Constraints and the Speed of Stock Price Adjustment to Negative News

SSRN Electronic Journal ◽

10.2139/ssrn.1105235 ◽

2008 ◽

Author(s):

Blake Phillips

Keyword(s):

Stock Price ◽

Price Adjustment ◽

Short Sale Constraints ◽

Negative News ◽

Stock Price Adjustment

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Short-Sale Constraints, Investor Structure and Liquidity Difference in Magnet Effect of Price Limit Rules: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.1362153 ◽

2009 ◽

Author(s):

Bo Liu

Keyword(s):

Price Limit ◽

Short Sale Constraints ◽

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AH Premium and Short Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1708260 ◽

2010 ◽

Author(s):

MSCI Inc.

Keyword(s):

Short Sale Constraints ◽

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An Analysis of Market Efficiency in Response to Short Sale Information

SSRN Electronic Journal ◽

10.2139/ssrn.1927321 ◽

2011 ◽

Author(s):

Guo Kai ◽

John Conlon ◽

Robert A. Van Ness

Keyword(s):

Market Efficiency ◽

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Moving between Opposite Short-Sale Regimes: Are Stock Characteristics Priced Differently?

SSRN Electronic Journal ◽

10.2139/ssrn.1913491 ◽

2010 ◽

Author(s):

Min Bai

Keyword(s):

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Short Sale Constraints and the Likelihood of Crashes and Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.1947145 ◽

2012 ◽

Author(s):

Arne Christian Klein ◽

Martin T. Bohl

Keyword(s):

Short Sale Constraints ◽

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Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies

SSRN Electronic Journal ◽

10.2139/ssrn.2175384 ◽

2008 ◽

Author(s):

Constantinos Kardaras ◽

Eckhard Platen

Keyword(s):

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High Frequency Trading and the 2008 Short Sale Ban

SSRN Electronic Journal ◽

10.2139/ssrn.2348453 ◽

2013 ◽

Author(s):

Jonathan Brogaard ◽

Terrence Hendershott ◽

Ryan Riordan

Keyword(s):

High Frequency ◽

High Frequency Trading ◽

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Investor Sentiment, Profitable Trading Strategies, and Short Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.2575694 ◽

2014 ◽

Author(s):

James Bulsiewicz

Keyword(s):

Investor Sentiment ◽

Trading Strategies ◽

Short Sale Constraints ◽

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