The effects of short selling on price discovery: A study for Borsa Istanbul
Tài liệu tham khảo
Beber, 2013, Short-selling bans around the world: Evidence from the 2007-09 crisis, The Journal of Finance, 68, 343, 10.1111/j.1540-6261.2012.01802.x
Boehmer, 2013, Short selling and the price discovery process, Review of Financial Studies, 26, 287, 10.1093/rfs/hhs097
Brunnermeier, 2014, Predatory short selling, Review of Finance, 18, 2153, 10.1093/rof/rft043
Chang, 2007, Short-sales constraints and price discovery: Evidence from the Hong Kong market, The Journal of Finance, 62, 2097, 10.1111/j.1540-6261.2007.01270.x
Chang, 2014, Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market, Journal of Banking & Finance, 48, 411, 10.1016/j.jbankfin.2013.10.002
Dechow, 2001, Short-sellers, fundamental analysis, and stock returns, Journal of Financial Economics, 61, 77, 10.1016/S0304-405X(01)00056-3
Diamond, 1987, Constraints on short-selling and asset price adjustment to private information, Journal of Financial Economics, 18, 277, 10.1016/0304-405X(87)90042-0
Diether, 2009, Short-sale strategies and return predictability, Review of Financial Studies, 22, 575, 10.1093/rfs/hhn047
Engelberg, 2018, Short-selling risk, The Journal of Finance, 73, 755, 10.1111/jofi.12601
Fama, 1970, Efficient capital markets: A review of theory and empirical work, The Journal of Finance, 25, 383, 10.2307/2325486
Hendershott, 2020, Short selling and price discovery in corporate bonds, Journal of Financial and Quantitative Analysis, 55, 77, 10.1017/S0022109018001539
Marsh, 2012, Banning short sales and market quality: The UK's experience, Journal of Banking & Finance, 36, 1975, 10.1016/j.jbankfin.2012.03.005
Saffi, 2011, Price efficiency and short selling, Review of Financial Studies, 24, 821, 10.1093/rfs/hhq124
Shkilko, 2012, Short selling and intraday price pressures, Financial Management, 41, 345, 10.1111/j.1755-053X.2012.01189.x
