Cross Sectional Analysis of Short Sale Determinants on U.S. Blue Chips
Angel, J. J et al. (2003). A close look at short selling on the Nasdaq Market. The Financial Analysis Journal, 59, pp. 66–74. https://doi.org/10.2469/faj.v59.n6.2576
Arnold, T. et al. (2005). The information content of short interest: A natural experiment. The Journal of Business, 78(4), pp. 1307-1336. https://doi.org/10.1086/430861
Brent, A. et al. (1990). Short interest: Explanations and tests. The Journal of Financial and Quantitative Analysis, 25, pp. 273–289. https://doi.org/10.2307/2330829
Cox, D. and Paterson, D. (1994). Stock returns Following Large one-day declines: Evidence on short-term reversals and longer-term performance. The Journal of Finance, 49, pp. 255–267. https://doi.org/10.1111/j.1540-6261.1994.tb04428.x
Dechow, P. et al. (2001). Short-sellers, fundamental analysis, and stock return. The Journal of Financial Economics, 61, pp. 77–106. https://doi.org/10.1016/S0304-405X(01)00056-3
Desai, H. et al. (2002). An investigation of the informational role of short interest in the Nasdaq market. The Journal of Finance, 57, pp. 2263–2287. https://doi.org/10.1111/0022-1082.00495
Diamond, D. W. and Verrecchia, R., E. (1987). Constraints on short-selling and asset price adjustment to private information. The Journal of Finance, 18, pp. 277–312.
Jagadeesh, N. and Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency. The Journal of Finance, 43, pp. 65–91. https://doi.org/10.1111/j.1540-6261.1993.tb04702.x
Kot, H. W. (2007) What determines the Level of Short-Selling Activity? Financial Management [online]. Available at:: http://staffweb.hkbu.edu.hk/hwkot/finance/papers/03_ShortInterest_FM.pdf.
McDonald, J. and Baron, D. (1966). Risk and return on short positions in common stocks. The Journal of Finance, 28, pp. 97–107. https://doi.org/10.1111/j.1540-6261.1973.tb01348.x
Richards, A. J. (1997) Winner-loser reversals in national stock market indices: Can they be explained? The Journal of Finance. 52, pp. 2129–2144. https://doi.org/10.1111/j.1540-6261.1997.tb02755.x
- There are currently no refbacks.
Crossref Cited-by (1)
1. Açığa Satış Fiyatının Belirleyicileri: Borsa İstanbul Mali Endeksi (XUMAL) Üzerinde Bir Uygulama
Nida ABDİOĞLU, Sinan AYTEKİN
İnsan ve Toplum Bilimleri Araştırmaları Dergisi vol: 8, issue: 3, first page: 2081, year: 2019