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There are 38142 results for: content related to: Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange

  1. Efficiency and the Bear: Short Sales and Markets Around the World

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1029–1079, ARTURO BRIS, WILLIAM N. GOETZMANN and NING ZHU

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01230.x

  2. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 721–742, Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00343

  3. DotCom Mania: The Rise and Fall of Internet Stock Prices

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1113–1137, Eli Ofek and Matthew Richardson

    Version of Record online : 6 MAY 2003, DOI: 10.1111/1540-6261.00560

  4. Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 685–705, Honghui Chen and Vijay Singal

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00541

  5. Speculative Betas

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2095–2144, HARRISON HONG and DAVID A. SRAER

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12431

  6. Short Selling and Earnings Management: A Controlled Experiment

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1251–1294, VIVIAN W. FANG, ALLEN H. HUANG and JONATHAN M. KARPOFF

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12369

  7. SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

    The Journal of Finance

    Volume 31, Issue 5, December 1976, Pages: 1341–1357, Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03217.x

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    Family-Controlled Firms and Informed Trading: Evidence from Short Sales

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 351–385, RONALD C. ANDERSON, DAVID M. REEB and WANLI ZHAO

    Version of Record online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01714.x

  9. Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2097–2121, ERIC C. CHANG, JOSEPH W. CHENG and YINGHUI YU

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01270.x

  10. Trading and Manipulation Around Seasoned Equity Offerings

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 213–245, BRUNO GERARD and VIKRAM NANDA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04707.x

  11. Options, Short Sales, and Market Completeness

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 761–777, STEPHEN FIGLEWSKI and GWENDOLYN P. WEBB

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04738.x

  12. Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1105–1113, ROBERT JARROW

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02198.x

  13. You have free access to this content
    Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1903–1948, ROBERT F. STAMBAUGH, JIANFENG YU and YU YUAN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12286

  14. A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1149–1168, Thomas E. Copeland Economics

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01966.x

  15. More on Estimation Risk and Simple Rules for Optimal Portfolio Selection

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 125–133, GORDON J. ALEXANDER and BRUCE G. RESNICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04940.x

  16. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  17. Primes and Scores: An Essay on Market Imperfections

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1263–1287, ROBERT A. JARROW and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02653.x

  18. Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1469–1483, CLARENCE C. Y. KWAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04918.x

  19. THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1133–1151, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02053.x

  20. The Effect of Options on Stock Prices: 1973 to 1995

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 487–514, Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00214