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Short Selling And Price Discovery: Evidence From American Depositary Receipts

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  • Paul Brockman
  • (Grace) Qing Hao

Abstract

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Suggested Citation

  • Paul Brockman & (Grace) Qing Hao, 2011. "Short Selling And Price Discovery: Evidence From American Depositary Receipts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 569-588, December.
    • Handle: RePEc:bla:jfnres:v:34:y:2011:i:4:p:569-588
    DOI: j.1475-6803.2011.01302.x
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.2011.01302.x
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    Cited by:

    1. George D. Cashman & David M. Harrison & Hainan Sheng, 2022. "Short selling and options trading: A tale of two markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 313-338, June.
    2. Jun Chen & Alireza Tourani‐Rad & Ju Xiang & Ting Yang, 2021. "Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 1013-1038, September.
    3. Gibbs, Michael & Hao, (Grace) Qing, 2018. "Short selling around the expiration of IPO share lockups," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 30-43.
    4. Pando Sohn & Ji-Yong Seo, 2015. "Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market," Estudios de Economia, University of Chile, Department of Economics, vol. 42(1 Year 20), pages 21-51, June.
    5. Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J., 2012. "Short selling after hours," Journal of Economics and Business, Elsevier, vol. 64(6), pages 439-451.

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