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

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  • 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
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    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. 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.
    3. 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.
    4. 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.

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