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There are 4007 results for: content related to: Short Selling and Intraday Price Pressures

  1. TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS

    Journal of Financial Research

    Volume 35, Issue 2, Summer 2012, Pages: 159–182, Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness

    Article first published online : 1 JUN 2012, DOI: 10.1111/j.1475-6803.2012.01313.x

  2. Short Sales Constraints and Momentum in Stock Returns

    Journal of Business Finance & Accounting

    Volume 33, Issue 3-4, April/May 2006, Pages: 587–615, Ashiq Ali and Mark A. Trombley

    Article first published online : 19 MAY 2006, DOI: 10.1111/j.1468-5957.2006.00616.x

  3. Short Selling Behavior and Mad Money

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 65–89, Jeffrey Hobbs, Terrill R. Keasler and Chris R. McNeil

    Article first published online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00321.x

  4. SHORT SELLING AND PRICE DISCOVERY: EVIDENCE FROM AMERICAN DEPOSITARY RECEIPTS

    Journal of Financial Research

    Volume 34, Issue 4, Winter 2011, Pages: 569–588, Paul Brockman and (Grace) Qing Hao

    Article first published online : 2 DEC 2011, DOI: 10.1111/j.1475-6803.2011.01302.x

  5. Short-Selling Prior to Earnings Announcements

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1845–1876, Stephen E. Christophe, Michael G. Ferri and James J. Angel

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00681.x

  6. Regulation NMS and Market Quality

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 285–317, Kee H. Chung and Chairat Chuwonganant

    Article first published online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  7. Can Short Restrictions Actually Increase Informed Short Selling?

    Financial Management

    Volume 42, Issue 1, Spring 2013, Pages: 155–181, Adam C. Kolasinski, Adam Reed and Jacob R. Thornock

    Article first published online : 7 JAN 2013, DOI: 10.1111/j.1755-053X.2012.01223.x

  8. Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

    Journal of Futures Markets

    Volume 26, Issue 11, November 2006, Pages: 1089–1130, Joel Rentzler, Kishore Tandon and Susana Yu

    Article first published online : 22 SEP 2006, DOI: 10.1002/fut.20226

  9. Do Analyst Stock Recommendations Piggyback on Recent Corporate News? An Analysis of Regular-Hour and After-Hours Revisions

    Journal of Accounting Research

    EDWARD XUEJUN LI, K. RAMESH, MIN SHEN and JOANNA SHUANG WU

    Article first published online : 18 JUN 2015, DOI: 10.1111/1475-679X.12083

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    The RET receptor tyrosine kinase, but not its specific ligand, GDNF, is preferentially expressed by acute leukaemias of monocytic phenotype and is up-regulated upon differentiation

    British Journal of Haematology

    Volume 105, Issue 1, April 1999, Pages: 225–240, Valter Gattei, Massimo Degan, Francesca Maria Rossi, Angela De Iuliis, Francesca Tassan Mazzocco, Emiliana Cesa, Donatella Aldinucci, Vittorina Zagonel and Antonio Pinto

    Article first published online : 11 MAR 2005, DOI: 10.1111/j.1365-2141.1999.01285.x

  11. Are Short Sellers Informed? Evidence from REITs

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 145–170, Dan W. French, Andrew A. Lynch and Xuemin (Sterling) Yan

    Article first published online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00324.x

  12. Short Interest and Frictions in the Flow of Information

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 371–394, Benjamin Blau

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1755-053X.2011.01187.x

  13. WINNERS AND LOSERS ON NYSE: A RE-EXAMINATION USING DAILY CLOSING BID-ASK SPREADS

    Journal of Financial Research

    Volume 21, Issue 1, Spring 1998, Pages: 53–64, Aigbe Akhigbe, Thomas Gosnell and T. Harikumar

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00269.x

  14. Market Sidedness: Insights into Motives for Trade Initiation

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 375–423, ASANI SARKAR and ROBERT A. SCHWARTZ

    Article first published online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01437.x

  15. PROBABILITY OF PRICE REVERSAL AND RELATIVE NOISE IN STOCK AND OPTION MARKETS

    Journal of Financial Research

    Volume 17, Issue 2, Summer 1994, Pages: 147–159, Michel Gendron, Nabil Khoury and Pierre Yourougou

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1994.tb00182.x

  16. Security Issue Timing: What Do Managers Know, and When Do They Know It?

    The Journal of Finance

    Volume 66, Issue 2, April 2011, Pages: 413–443, DIRK JENTER, KATHARINA LEWELLEN and JEROLD B. WARNER

    Article first published online : 21 MAR 2011, DOI: 10.1111/j.1540-6261.2010.01638.x

  17. INFORMATIONAND INSURER FINANCIAL STRENGTH RATINGS: DO SHORT SELLERS ANTICIPATE RATINGS CHANGES?

    Journal of Risk and Insurance

    Chip Wade, Andre Liebenberg and Benjamin M. Blau

    Article first published online : 24 FEB 2015, DOI: 10.1111/jori.12063

  18. The determinants of short selling: evidence from the Hong Kong equity market

    Accounting & Finance

    Volume 52, Issue s1, October 2012, Pages: 183–216, Michael McKenzie and Ólan T. Henry

    Article first published online : 15 AUG 2011, DOI: 10.1111/j.1467-629X.2011.00437.x

  19. VOLATILITY AND LIQUIDITY AT NYSE OPENING CALLS: A CLOSER LOOK

    Journal of Financial Research

    Volume 18, Issue 4, Winter 1995, Pages: 479–493, Jie-Haun Lee and Ji-Chai Lin

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00579.x

  20. Do Hedge Funds Manipulate Stock Prices?

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2383–2434, ITZHAK BEN-DAVID, FRANCESCO FRANZONI, AUGUSTIN LANDIER and RABIH MOUSSAWI

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12062