IDEAS home Printed from https://ideas.repec.org/a/bla/finmgt/v41y2012i2p345-370.html
   My bibliography  Save this article

Short Selling and Intraday Price Pressures

Author

Listed:
  • Andriy Shkilko
  • Bonnie Van Ness
  • Robert Van Ness

Abstract

No abstract is available for this item.

Suggested Citation

  • Andriy Shkilko & Bonnie Van Ness & Robert Van Ness, 2012. "Short Selling and Intraday Price Pressures," Financial Management, Financial Management Association International, vol. 41(2), pages 345-370, June.
  • Handle: RePEc:bla:finmgt:v:41:y:2012:i:2:p:345-370
    DOI: j.1755-053X.2012.01189.x
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/j.1755-053X.2012.01189.x
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/j.1755-053X.2012.01189.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Esen Onur & David Reiffen, 2018. "The effect of settlement rules on the incentive to Bang the Close," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(8), pages 841-864, August.
    2. Previati, Daniele Angelo & Galloppo, Giuseppe & Aliano, Mauro & Paimanova, Viktoria, 2021. "Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 144-158.
    3. Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016. "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, vol. 17(C), pages 48-54.
    4. Takahashi, Hidetomo & Xu, Peng, 2016. "Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225," Journal of Financial Markets, Elsevier, vol. 27(C), pages 132-146.
    5. Egginton, Jared F. & McBrayer, Garrett A. & Watson, Ethan D., 2023. "Shades of trade: Dark trading and price efficiency," Journal of Banking & Finance, Elsevier, vol. 155(C).
    6. Chakrabarty, Bidisha & Shkilko, Andriy, 2013. "Information transfers and learning in financial markets: Evidence from short selling around insider sales," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1560-1572.
    7. Zhou, Hao & Kalev, Petko S. & Frino, Alex, 2020. "Algorithmic trading in turbulent markets," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    8. Naoya Shiomi & Hidetomo Takahashi & Peng Xu, 2021. "Strategic short selling around index additions: Evidence from the Nikkei 225," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 1068-1077, September.
    9. Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.
    10. Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013. "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, vol. 109(1), pages 177-197.
    11. Geraci, Marco Valerio & Garbaravičius, Tomas & Veredas, David, 2018. "Short selling in extreme events," Journal of Financial Stability, Elsevier, vol. 39(C), pages 90-103.
    12. Bazgour, Tarik & Heuchenne, Cedric & Sougné, Danielle, 2016. "Conditional portfolio allocation: Does aggregate market liquidity matter?," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 110-135.
    13. Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
    14. Allen, Franklin & Haas, Marlene D. & Nowak, Eric & Tengulov, Angel, 2021. "Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze," Journal of Financial Economics, Elsevier, vol. 142(1), pages 166-194.
    15. Sebastian Kranz & Gunter Löffler & Peter N. Posch, 2019. "Predatory Short Sales and Bailouts," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 469-491, November.
    16. Wang, Yuchen & Wang, Xiaoming, 2023. "Economic policy uncertainty and information intermediary: The case of short seller," Economic Modelling, Elsevier, vol. 120(C).
    17. Paulo Pereira da Silva, 2016. "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 322-353, August.
    18. Charles M. Jones & Adam V. Reed & William Waller, 2016. "Revealing Shorts An Examination of Large Short Position Disclosures," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3278-3320.
    19. Amelia Pais & Philip A. Stork, 2013. "Short-Selling, Leverage and Systemic Risk," Tinbergen Institute Discussion Papers 13-186/IV/DSF68, Tinbergen Institute.
    20. Asher Curtis & Neil L. Fargher, 2014. "Does Short Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?," Management Science, INFORMS, vol. 60(9), pages 2324-2340, September.
    21. Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016. "Short Selling in the Tails," Working Papers ECARES ECARES 2016-30, ULB -- Universite Libre de Bruxelles.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:finmgt:v:41:y:2012:i:2:p:345-370. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/fmaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.