IDEAS home Printed from https://ideas.repec.org/a/cup/jfinqa/v3y1968i03p283-298_01.html
   My bibliography  Save this article

Short Trading Activities and the Price of Equities: Some Simulation and Regression Results*

Author

Listed:
  • Mayor, Thomas H.

Abstract

Many Wall Street financial analysts believe that a positive relationship exists between the level of short interest in equities and subsequent movements in the prices of these equities. This view is apparently grounded in the belief that short traders will push prices up in the future as they attempt to cover their short positions.

Suggested Citation

  • Mayor, Thomas H., 1968. "Short Trading Activities and the Price of Equities: Some Simulation and Regression Results*," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(3), pages 283-298, September.
    • Handle: RePEc:cup:jfinqa:v:3:y:1968:i:03:p:283-298_01
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0022109000016239/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

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


    Cited by:

    1. Thomas H. Mayor, 2015. "Income Inequality: Piketty and the Neo-Marxist Revival," Cato Journal, Cato Journal, Cato Institute, vol. 35(1), pages 95-116, Winter.
    2. Ko, Kwangsoo & Lim, Taejin, 2006. "Short selling and stock prices with regime switching in the absence of market makers: The case of Japan," Japan and the World Economy, Elsevier, vol. 18(4), pages 528-544, December.
    3. Albert, Robert Jr. & Smaby, Timothy R. & David Robison, H., 1997. "Short selling and trading abuses on Nasdaq," Financial Services Review, Elsevier, vol. 6(1), pages 27-39.
    4. G—mez Mart’nez, Raœl & Paule Vianes, Jessica & Martínez Naval—n, Juan Gabriel, 2018. "Eficacia de las prohibiciones de las ventas en corto en Espa–a || Effectiveness of Short Sales Bans in Spain," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 250-268, Diciembre.

    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:cup:jfinqa:v:3:y:1968:i:03:p:283-298_01. 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: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/jfq .

    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.