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Causality Tests Of Short Sales On The New York Stock Exchange

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  • Anand K. Bhattacharya
  • George W. Gallinger

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  • Anand K. Bhattacharya & George W. Gallinger, 1991. "Causality Tests Of Short Sales On The New York Stock Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 277-286, September.
    • Handle: RePEc:bla:jfnres:v:14:y:1991:i:3:p:277-286
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1991.tb00665.x
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    References listed on IDEAS

    as
    1. Mark Hanna, 1968. "Short Interest: Bullish Or Bearish?—Comment," Journal of Finance, American Finance Association, vol. 23(3), pages 520-523, June.
    2. Joseph J. Seneca, 1967. "Short Interest: Bearish Or Bullish?," Journal of Finance, American Finance Association, vol. 22(1), pages 67-70, March.
    3. Pierce, David A. & Haugh, Larry D., 1977. "Causality in temporal systems : Characterization and a survey," Journal of Econometrics, Elsevier, vol. 5(3), pages 265-293, May.
    4. Larry D. Haugh & David A. Pierce, 1977. "Causality in temporal systems: characterizations and a survey," Special Studies Papers 87, Board of Governors of the Federal Reserve System (U.S.).
    5. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    6. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
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    Cited by:

    1. Hemang Desai & K. Ramesh & S. Ramu Thiagarajan & Bala V. Balachandran, 2002. "An Investigation of the Informational Role of Short Interest in the Nasdaq Market," Journal of Finance, American Finance Association, vol. 57(5), pages 2263-2287, October.
    2. Azzopardi, Paul & Silvio John, Camilleri, 2003. "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper 84566, University Library of Munich, Germany.
    3. David M. Schizer & Michael R. Powers & Martin Shubik, 2003. "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Yale School of Management Working Papers ysm356, Yale School of Management.

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