Diether and Werner are at Fisher College of Business, The Ohio State University. Lee is at Rutgers Business School at Newark and New Brunswick and at Korea University Business School, Seoul. We thank the New York Stock Exchange for financial support and seminar participants at The Ohio State University, the Wharton School, the New York Stock Exchange, and Brigham Young University for comments. We are also grateful for feedback received at the SEC Roundtable on the Regulation SHO Pilot. We thank Paul Irvine for comments and Yingdi Wang for research support. All errors are our own.
It's SHO Time! Short-Sale Price Tests and Market Quality
Version of Record online: 23 JAN 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 1, pages 37–73, February 2009
How to Cite
DIETHER, K. B., LEE, K.-H. and WERNER, I. M. (2009), It's SHO Time! Short-Sale Price Tests and Market Quality. The Journal of Finance, 64: 37–73. doi: 10.1111/j.1540-6261.2008.01428.x
- Issue online: 23 JAN 2009
- Version of Record online: 23 JAN 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!