Short selling of ADRs and foreign market short-sale constraints
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DOI: 10.1016/j.jbankfin.2011.10.004
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Citations
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Cited by:
- 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.
- Blau, Benjamin M., 2017. "Economic freedom and crashes in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 33-46.
- Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2014. "Economic freedom and the stability of stock prices: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 182-196.
- Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013. "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper 58833, University Library of Munich, Germany.
- 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.
- Apergis, Nicholas, 2017. "Democracy and market crashes: Evidence from a worldwide panel of countries," Finance Research Letters, Elsevier, vol. 22(C), pages 244-248.
- Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
- 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.
- 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.
- Wang, Shu-Feng & Lee, Kuan-Hui, 2015. "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 56-75.
- Jani Saastamoinen & Niko Suhonen, 2013. "Were the European short selling bans of 2011 effective?," Economics Bulletin, AccessEcon, vol. 33(3), pages 1847-1851.
- Eden, Lorraine & Indro, Daniel C. & Miller, Stewart R. & Richards, Malika, 2021. "Valuation uncertainty, home and host market uncertainty, and cross-border seasoned equity offerings," International Business Review, Elsevier, vol. 30(3).
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More about this item
Keywords
Short selling; Short-sale constraints; American Depository Receipts (ADRs);All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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