Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange
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Elsevier BV
Reference38 articles.
1. Limit orders, depth, and volatility: Evidence from the Stock Exchange of Hong Kong;Hee-Joon Ahn;The Journal of Finance,2001
2. Short selling on the New York Stock Exchange and the effects of the uptick rule;Gordon J Alexander;Journal of Financial Intermediation,1999
3. Implications of a reduction in tick size on short-sale order execution;Gordon J Alexander;Journal of Financial Intermediation,2002
4. The effect of price tests on trader behavior and market quality: An analysis of Reg SHO;Gordon J Alexander;Journal of Financial Market,2008
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1. Short sales and the weekend effect—Evidence from a natural experiment;Journal of Financial Markets;2015-11
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