Failures to Deliver, Short Sale Constraints, and Stock Overvaluation

Author:

Autore Don M.1,Boulton Thomas J.2,Braga-Alves Marcus V.3

Affiliation:

1. Florida State University

2. Miami University

3. University of Akron

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Asquith , P. L. Meulbroek 1995 An empirical investigation of short interest. Working paper

2. Short interest, institutional ownership, and stock returns;Asquith;Journal of Financial Economics,2005

3. The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of U.S. financial stocks;Autore;Journal of Banking and Finance,2011

4. Banks, bears, and the financial crisis;Bailey;Journal of Financial Services Research,2013

5. Regulatory uncertainty and market liquidity: The 2008 short sale ban's impact on equity option markets;Battalio;Journal of Finance,2011

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