Constraints on short-selling and asset price adjustment to private information

Keywords

Private information retrieval, Stock (firearms), Monetary economics, Economics, Asset (computer security)

References

• Information Effects on the Bid‐Ask SpreadThomas E. Copeland, Dan Galai — 1983
• Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersLawrence R. Glosten, Paul Milgrom — 1985
• Stock Prices and the Publication of Second-Hand InformationPeter Lloyd Davies, Michael E. Canes — 1978
• Timeliness Of Reporting And The Stock-Price Reaction To Earnings AnnouncementsAnne Chambers, Stephen H. Penman — 1984
• The Informational Effects of Restrictions on Short Sales: Some Empirical EvidenceStephen Figlewski — 1981
• Risk, Uncertainty, and Divergence of OpinionEdward M. Miller — 1977
• Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset PricesRobert A. Jarrow — 1980
• Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset PricesRobert A. Jarrow — 1980
• Information Effects on the Bid-Ask SpreadThomas E. Copeland, Dan Galai — 1983
• Risk, Uncertainty, and Divergence of OpinionEdward M. Miller — 1977

Cited by

• Costs and benefits of speculationTerje Lensberg, Klaus Reiner Schenk–Hoppé, Daniel Ladley — 2012
• Dispersion of Forecasts and Stock ReturnsBilal Erturk — 2006
• The Existence of Equilibrium Asset Price Under Diverse InformationR. Agus Sartono — 2005
• The Dynamics of Bid and Ask Quotes Set by a Heterogeneously Informed Market MakerGregory James Dwyer — 2009
• Information environment and gains from corporate takeoversYujun He — 2009
• The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected ReturnsNishad Kapadia — 2006
• Short Interest and Tobin’s Q Ratios: Dynamic Response and CausalityVichet Sum — 2013
• Time Deformation and the Yield CurveMark Salmon, Wing Wah Tham — 2007
• Short-selling and the Weekend Effect in Stock ReturnsStephen E. Christophe, Michael G. Ferri — 2007
• The role of trading intensity in duration modelling and price discovery : evidence from the European carbon marketI. Kalaitzoglou — 2012
• Divergence of Opinion and the Cross Section of Stock ReturnsJin Wu — 2005
• The impact of information uncertainty on stock price performance and managers' equity financing decisionHua Jun — 2011
• On the journey of overseas listing : an empirical analysis on Chinese enterprises to list on the Hong Kong Stock ExchangeRan Wang — 2010
• The SHO Goes On: A Theoretical and Empirical Evaluation of Uptick-Related Short-Sale ConstraintsAlexander James Bylund — 2012
• An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of GreeceIlias D. Visvikis, Panayotis Alexakis, Manolis G. Kavussanos — 2002
• Price Discovery in the Corporate Bond Market: The Informational Role of Short InterestPaul A. Griffin, Hyun A. Hong — 2012
• The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic ShocksJosé Renato Haas Ornelas, Pablo José Campos de Carvalho — 2015
• Short Sales and Subsequent Returns: Evidence From Exchange-Traded FundsAndrey Grebenshchikov, Cetin Ciner, Peter Schuhmann — 2011
• Trois essais en microéconomie de la finance et de la banqueJean-Édouard Colliard — 2012
• Trading Aggressiveness and Market Breadth Around Earnings AnnouncementsJames Upson, Sugato Chakravarty, Pankaj K. Jain — 2011

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