New York, NY 10027
Columbia Business School - Finance and Economics
in Total Papers Downloads
in Total Papers Citations
transaction costs, bid-ask spreads, time-varying expected returns, return predictability, systematic liquidity
algorithmic trading, automated markets, securities transaction tax
short selling, financial crisis, Section 12(k)(2)
Venture Capital, Idiosyncratic Risk, Principal-agent problem, Private Equity
mispricing, short selling, short-sale constraints, securities lending.
short selling, return predictability, informed trading
Transparency, multi-market trading, liquidity, fragmentation, market microstructure
financing constraints, time-varying liquidity
Market structure, price discovery, price efficiency, volatility, liquidity
short selling, information content, market quality, high-frequency trading
short sales, short interest, securities lending, secondary equity offering
short-selling, earnings news, analyst recommendations, analyst forecasts
interference, short sales, short interest, tick test, Regulation SHO
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-6288.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
short sales, securities lending, uptick rule, tick test, shorting ban, Great Depression
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.937 seconds