Short-Sale Restrictions and Market Reaction to Short-Interest Announcements

RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

1977 • 3,446 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Constraints on short-selling and asset price adjustment to private information

1987 • 1,865 citations

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

On corporate governance

1983 • 993 citations

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

1976 • 635 citations

An Equilibrium Model of Asset Trading with Sequential Information Arrival

1981 • 412 citations

The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence

1981 • 412 citations

Day-of-the-week and intraday effects in stock returns

1986 • 339 citations

Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices

1980 • 317 citations

Capital Asset Prices with and without Negative Holdings

1991 • 227 citations

Short Interest: Explanations and Tests

1990 • 227 citations

Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets

1986 • 200 citations

COSTLY SHORT SALES AND THE CORRELATION OF RETURNS WITH VOLUME

1988 • 106 citations

SHORT INTEREST: BEARISH OR BULLISH?^*

1967 • 79 citations

The Short Interest Ratio and Its Component Parts

1974 • 17 citations

Why All the Interest in Short Interest?

1987 • 14 citations

Do Specialists' Short Sales Predict Returns?

1987 • 10 citations