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Handbook of Short Selling

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  • Gregoriou, Greg N.

Abstract

This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic perspectives clarify the uses of short selling and dispel notions of its destructive implications. With contributions from around the world, this volume sheds new light on the ways short selling uncovers market forces and can yield profitable trades. Combines academic and professional research on short selling in all major financial markets Emphasizes details about strategies, implementations, regulation, and tax advantages Chapters provide summaries for readers who want up-to-date maps of subject landscapes

Suggested Citation

  • Gregoriou, Greg N. (ed.), 2011. "Handbook of Short Selling," Elsevier Monographs, Elsevier, edition 1, number 9780123877246.
    • Handle: RePEc:eee:monogr:9780123877246
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    Keywords

    Financial weapons of mass destruction; Granddaddy of all bubbles; ABACUS 2007-AC1; Abnormal return; Abnormal short selling; Active fund; Affine term structure models; Agent-based modeling; Aggregate interest ratio; Aggregate short selling; Alpha-beta separation; American depositary receipts; American depository receipt; Amount limits; Asset allocation models; Asset-backed securities; Augmented Dickey-Fuller; Augmented Dickey-Fuller test; Australian Securities and Investment Commission; Australian Securities Investments Commission; Autorité des Marchés Financiers; Bans; Bear raids; Bear Stearns; Beconwood Securities Pty Ltd. v. ANZ Banking Group Ltd.; Bid-ask spreads; Black-Scholes pricing model; Bond yield; Book-to-market ratio; Bottom-up analysis; Bull market; Call and put trades; Call warrants; Case-Shiller index; Central counterparty; China Securities Regulation Committee; China Securities Regulatory Commission; Collateralized debt obligation; Collateralized debt obligations; Comissao do Mercado de Valores Mobiliarios; Commission Bancaire Financiere et des Assurances; Committee of European Securities Regulators; Consumer price index; Contracts for difference; Coupon payment; Covered short sale; Covered short sales; Covered short selling; Credit default swap; Credit default swaps; Cross-autocorrelation; Cumulative abnormal return; Cumulative average abnormal return; Currency markets; Currency trades; Daily volatility; Debt markets; Default; Default spread; Delivery versus payment; Director signaling; Directors' sales; Disclosure regime; Disclosure-based initiatives; Disordered warrant prices; Dividend arbitrage; Dividend yield; Dodd-Frank Wall Street Reform and Consumer Protection Act; Duration limits; Earnings seasons; EGARCH model; Employment Situation Report; Equity market; Equity markets; Equity premium puzzle; European Commission; European Union; Event study methodology; Exchange Act; Exchange rate; Exchange-traded funds; Exogenous liquidity; Extreme events frequency; F test; Fails; Fama-French alphas; Federal Financial Markets Service; Federal Financial Supervision Authority for Germany; Financial innovation; Financial Services Authority; Financial Services Board; Financial Supervisory Authority; Forex trade strategy; Forgetting factor; Fund of funds; Fundamental analysis; Fundamental view; Fung-Hsieh alphas; Gains from trade; General collateral; Generalized Pareto distribution; Global cone; Global financial crisis; Gold leasing; Graduated reserves; Granger causality; Granger test; Gross domestic product; Growth theory; Haircut; Hedge funds; Hedging; Hyperplane; Immediate postban; Implied volatility; Index fund; Inflation-related spread; Information ratio; Innovations; Insider short sales; Interest rate; International Organization of Securities Commissions; Intraday short sale transaction data set; Intraday tick data; Investment Act of 1940; Investment bias; Investment Industry Regulatory Organization of Canada; Investment returns; Johannesburg Stock Exchange; Kernel-based quantile regression; Kurtosis; Lehman Brothers; Limited arbitrage; Linear quantile regression; Logistic regression; Long-short trading strategy; Machine learning-based methods; Macroeconomic indicators; Macroeconomic reports; Macroeconomic risks; Managing settlement risk; Margin equity; Margin trading; Market cone; Market Disclosure; Market liquidity; Market signaling; Market volatility; Market-making activities; Maximum annual drawdown; Maximum drawdown; Mean volatility; Microscopic analysis; Minsky-Kindleberger model; Modified Hannan-Quinn criterion; Monte Carlo simulations; Morrison v. National Australian Bank Ltd.; Multifactor stress testing; Naked short sale; Naked short sales; Naked short selling; Nelson-Siegel model; Net short; Nikkei 225 Index; Ordinary least squares method; Output; Over-the-counter derivatives; Panel approach; Policy portfolio; Porsche versus VW; Preban; Price index; Price tests; Price-to-earnings ratio;
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