Short-selling
How do corporate earnings announcements influence short selling in the Netherlands?
... stock. Short sellers are assumed to be informed and, therefore, are expected to make use of their information advantage by earning abnormal returns at corporate earnings ...was short selling activity ...
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The Implications of VaR and Short Selling Restrictions on the Portfolio Manager Performance
... the short-selling ...the short-selling constraint. Besides, unlike in the short-selling regulated market, a VaR restriction allows the manager to enjoy positive expected ...
35
The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
... of short selling on market liquidity, the empirical evidence is ...between short interest changes and stock returns in the US ...that short sellers provide liquidity to the market by shorting ...
13
The Influence of Media Coverage on Short Selling Decisions – Evidence from the Netherlands
... years short selling activity has become an increasingly important activity on the financial ...of short trade activity on the financial markets as well as in the increasing demand for short ...
12
Research on the Impact of Short Selling Mechanism on Investors’ Positive Feedback Trading Behavior
... The paper obtains four lists of Index (SSE Composite Index, SHSE-SZSE 300 Index and SSE 180 Index) daily return rate as the research sample. The constituent stocks of SSE Composite index are all listed stocks, including ...
7
Lifting of Short Selling Constraints and Accounting Policy Options—Empirical Data from Asset Impairment Provision
... In 2006, the Ministry of Finance promulgated a new “Accounting Standards for Business Enterprises”, which requires that long-term asset impairment pro- visions cannot be reversed once they are accrued. Some studies have ...
16
The impact of short selling on stock returns and volatility: Evidence from the Dutch stock market
... a short period where the AFM accidentally disclosed all short positions including positions between 0,2 and ...US short sales have significantly increased over a period from 1980 to the ...in ...
75
The influence of short selling on stock returns - Evidence from the Netherlands
... the short selling data are obtained for several Dutch listed firms in the tax years 2013 and 2014, from January 2013 to December ...the short selling register of the ...net short ...
14
The Influence of Margin Trading and Short Selling on the Price Efficiency of China’s Stock Market—Based on Portfolio Perspective
... and short selling system: the short-selling group and the non-short-selling group, constructs the hedge portfolio by buying the stock portfolio that cannot be short and ...
14
Review of Short Selling and Private Placement
... The short-selling mechanism has been criticized in the capital ...the short-selling mechanism will cause a sharp fall in the stock price, which is not conducive to the healthy and stable ...
10
2008 SEC short selling ban: impacts on the credit default swap market
... of short selling placed excessive pressures on firms and caused artificial fluctuations in the securities ...the short selling ban would remain in effect until 11:59 PM EST on October 2, 2008, ...
38
Hedge Fund Returns under Crisis Scenarios: A Holistic Approach
... Driven, Short Selling and Fund of Funds, was not expected, given that the main aim of hedge funds is to achieve abnormal returns and to outperform the market and the risk-free ...and Short ...
27
Short Selling: A known unknown. ECMI Commentary No. 23, 29 May 2009
... of short selling; in Germany this does not seem to be the ...Italy, short selling has not been clearly defined, but only the forbidden transactions were ...of short selling is ...
6
Short selling in the Netherlands
... and selling the same assets at the same ...net short positions will negatively influence the relation between short selling and stock ...
34
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
... the short selling volume, market turnover, Hong Kong Interbank Offered Rate (HIBOR), relative strength index, money flow index, and the indices of foreign equity ...
12
Design of Financial Market Regulations against Large Price Fluctuations Using by Artificial Market Simulations
... limits, short selling regulations and up-tick ...the short selling regula- tion and the up-tick rule caused the trading prices to be higher than the fundamental ...
8
Short Arbitrage, Return Asymmetry and the Accrual Anomaly
... of short selling in relation to the arrival of news about ...that short sellers arbitrage the accrual anomaly, we expect short interest positions to be high when information indicating that ...
53
Exploring the benefits of international government bond portfolio diversification strategies
... Panel A of Table 7 shows that neither the G7 government bonds nor the inflation- linked bond index make a significant incremental contribution to the CER performance when added to the investment universe in the presence ...
39
Short selling and price discovery in corporate bonds
... that short sellers are significantly less informed prior to the Lehman bankruptcy as return differences between lightly and heavily shorted bonds are economically small (annualized returns of about ...of ...
80
Essays on the role of short selling in financial markets
... U.S. short sellers if the log-price difference for stock i exceeds its historical mean by two or more standard ...a short position in the ...as Short US ...a short position in the Canadian ...
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