Table of contents - Special issue on short selling
Guest Editors: Andriy Shkilko
Concentrated short‐selling activity: bear raids or contrarian trading?
Benjamin Blau, Tyler J. BroughThe purpose of this paper is to investigate what is denoted as episodes of concentrated short‐selling activity, or consecutive days of abnormal short‐sale activity in a particular…
The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market
Crystal Xiaobei ChenThe purpose of this paper is to study the relationship between excess returns and short sale activities under unexpected informed and uninformed short sales. It is found that in…
Short sales in the NYSE batch open and NASDAQ opening cross
W. Paul Spurlin, Bonnie F. Van Ness, Robert Van NessThe purpose of this paper is to study short sales trading as part of the New York Stock Exchange (NYSE) batch open and National Association of Securities Dealers Automated…
A cloudy day in the market: short selling behavioural bias or trading strategy
Ethan Watson, Mary C. FunckResearch draws the distinction between noise traders and informed traders. Research also documents market biases in equity returns due to cloud cover, a non‐informational (noise…
Dynamic short‐sale constraints, price limits, and price dynamics
Tse‐Chun LinThe purpose of this paper is to take advantage of a natural experiment in Taiwan to test the effect of short‐sales constraints on price dynamics.
ISSN:
1743-9132Online date, start – end:
2005Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Dr Alfred Yawson