| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Accounting Information Quality and the Clustering of Stock Prices |
0 |
0 |
0 |
26 |
2 |
3 |
5 |
84 |
| Anchor Reversion: The Case of the 52-Week High and Asset Prices |
1 |
3 |
10 |
10 |
8 |
11 |
22 |
22 |
| Are put-call ratios a substitute for short sales? |
0 |
0 |
0 |
21 |
0 |
1 |
5 |
89 |
| Are short sellers incrementally informed prior to earnings announcements? |
0 |
0 |
4 |
10 |
2 |
2 |
6 |
77 |
| Autocorrelation in daily short-sale volume |
0 |
0 |
1 |
10 |
1 |
5 |
6 |
108 |
| Bank opacity and the efficiency of stock prices |
0 |
0 |
1 |
53 |
0 |
3 |
9 |
188 |
| Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
163 |
| Comovement in the Cryptocurrency Market |
0 |
1 |
4 |
72 |
5 |
10 |
23 |
266 |
| Comparing the information in short sales and put options |
0 |
0 |
0 |
15 |
3 |
3 |
6 |
69 |
| Concentrated short‐selling activity: bear raids or contrarian trading? |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
87 |
| Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks |
0 |
0 |
3 |
5 |
3 |
8 |
21 |
34 |
| Corporate lobbying, political connections, and the bailout of banks |
0 |
0 |
3 |
121 |
3 |
4 |
15 |
552 |
| Daily short selling around reverse stock splits |
0 |
0 |
0 |
1 |
5 |
7 |
12 |
30 |
| Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic |
1 |
2 |
6 |
13 |
6 |
11 |
20 |
59 |
| Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales |
0 |
1 |
3 |
80 |
4 |
9 |
24 |
330 |
| Does Probability Weighting Drive Lottery Preferences? |
0 |
0 |
1 |
7 |
2 |
2 |
7 |
26 |
| Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds |
0 |
0 |
1 |
7 |
1 |
2 |
8 |
30 |
| Does religiosity affect liquidity in financial markets? |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
14 |
| Economic freedom and crashes in financial markets |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
98 |
| Economic freedom and the stability of stock prices: A cross-country analysis |
0 |
0 |
0 |
24 |
4 |
5 |
8 |
99 |
| Exchange rate volatility and the stability of stock prices |
0 |
0 |
1 |
15 |
1 |
4 |
9 |
93 |
| Financial development and mortality rates |
0 |
0 |
3 |
3 |
1 |
1 |
10 |
10 |
| Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries |
0 |
0 |
2 |
9 |
3 |
4 |
10 |
27 |
| Flexibility and dividends |
0 |
1 |
1 |
112 |
0 |
2 |
6 |
421 |
| Free trade and the efficiency of financial markets |
0 |
1 |
2 |
12 |
4 |
7 |
12 |
51 |
| Gambling Preferences, Options Markets, and Volatility |
0 |
0 |
1 |
18 |
1 |
3 |
7 |
73 |
| Gambling activity and stock price volatility: A cross-country analysis |
0 |
0 |
3 |
18 |
1 |
2 |
7 |
55 |
| Guns, laws and public shootings in the United States |
1 |
1 |
1 |
28 |
3 |
4 |
8 |
100 |
| How does short selling affect liquidity in financial markets? |
1 |
1 |
1 |
46 |
2 |
3 |
6 |
194 |
| INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
275 |
| Income inequality and the volatility of stock prices |
0 |
0 |
1 |
7 |
1 |
3 |
5 |
20 |
| Income inequality, poverty, and the liquidity of stock markets |
0 |
1 |
2 |
84 |
3 |
7 |
12 |
398 |
| Industry regulation and the comovement of stock returns |
2 |
2 |
4 |
6 |
3 |
6 |
14 |
22 |
| Inflation and Bitcoin: A descriptive time-series analysis |
1 |
4 |
16 |
106 |
9 |
25 |
72 |
377 |
| Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
26 |
| Information and trade sizes: The case of short sales |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
71 |
| Information in short selling: Comparing Nasdaq and the NYSE |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
135 |
| Information in short selling: Comparing Nasdaq and the NYSE |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Information in stock prices: the case of the 2016 U.S. presidential election |
0 |
1 |
18 |
38 |
1 |
6 |
42 |
93 |
| Informed or speculative: Short selling analyst recommendations |
0 |
0 |
1 |
29 |
0 |
1 |
7 |
228 |
| Informed short sales and option introductions |
0 |
0 |
0 |
7 |
0 |
2 |
4 |
59 |
| Lobbying and lending by banks around the financial crisis by |
0 |
1 |
2 |
5 |
4 |
9 |
16 |
29 |
| Lobbying, political connections and emergency lending by the Federal Reserve |
0 |
0 |
0 |
28 |
0 |
0 |
6 |
223 |
| On the Ethics of “Non-Corporate” Insider Trading |
0 |
1 |
1 |
1 |
2 |
7 |
8 |
23 |
| Opacity and the comovement in the stock prices of banks |
0 |
0 |
0 |
5 |
1 |
4 |
7 |
39 |
| Option Introductions and the Skewness of Stock Returns |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
19 |
| Pharmaceutical innovation and access to financial markets |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Political protection: The case of large‐scale oil spills and the stock prices of energy firms |
0 |
0 |
3 |
3 |
0 |
1 |
5 |
5 |
| Price Clustering and Investor Sentiment |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
20 |
| Price Clustering, Preferences for Round Prices, and Expected Returns |
2 |
2 |
2 |
9 |
2 |
7 |
25 |
57 |
| Price clustering and economic freedom: The case of cross-listed securities |
0 |
0 |
0 |
4 |
2 |
2 |
4 |
25 |
| Price clustering and sentiment in bitcoin |
0 |
0 |
2 |
56 |
2 |
2 |
11 |
178 |
| Price clustering and the stability of stock prices |
0 |
0 |
0 |
26 |
2 |
2 |
5 |
96 |
| Price dynamics and speculative trading in Bitcoin |
2 |
2 |
8 |
160 |
5 |
14 |
42 |
565 |
| Price dynamics and speculative trading in bitcoin |
0 |
0 |
3 |
189 |
3 |
3 |
12 |
491 |
| REIT Short Sales and Return Predictability |
0 |
0 |
1 |
27 |
1 |
1 |
5 |
140 |
| REITs and market friction |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
55 |
| Range-based volatility, expected stock returns, and the low volatility anomaly |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
9 |
| Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
11 |
| Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis |
0 |
1 |
1 |
6 |
2 |
5 |
7 |
33 |
| Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic |
0 |
0 |
0 |
2 |
3 |
5 |
12 |
24 |
| SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
31 |
| SPECULATIVE TRADING IN REITS |
0 |
0 |
0 |
3 |
2 |
3 |
6 |
55 |
| Short Interest and Frictions in the Flow of Information |
0 |
0 |
0 |
4 |
1 |
3 |
3 |
34 |
| Short Sales and Option Listing Decisions |
0 |
0 |
0 |
4 |
2 |
2 |
2 |
30 |
| Short Selling and Price Pressure Around Merger Announcements |
1 |
1 |
1 |
16 |
2 |
3 |
4 |
92 |
| Short Selling and the Weekend Effect for NYSE Securities |
0 |
0 |
1 |
8 |
2 |
2 |
4 |
56 |
| Short sales and class-action lawsuits |
0 |
0 |
0 |
15 |
2 |
2 |
5 |
115 |
| Short sales, stealth trading, and the suspension of the uptick rule |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
63 |
| Short selling after hours |
0 |
0 |
1 |
12 |
1 |
1 |
5 |
85 |
| Short selling around dividend announcements and ex-dividend days |
1 |
1 |
1 |
66 |
2 |
4 |
7 |
462 |
| Short selling of ADRs and foreign market short-sale constraints |
0 |
0 |
0 |
13 |
1 |
2 |
6 |
151 |
| Signaling, Free Cash Flow and “Nonmonotonic” Dividends |
0 |
1 |
1 |
37 |
0 |
2 |
5 |
122 |
| Skewness preferences and gambling cultures |
0 |
0 |
0 |
6 |
1 |
2 |
2 |
26 |
| Skewness preferences, asset prices and investor sentiment |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
21 |
| Skewness, short interest and the efficiency of stock prices |
0 |
0 |
0 |
7 |
3 |
3 |
4 |
29 |
| THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
19 |
| TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
39 |
| The Distribution of REIT Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects |
0 |
1 |
3 |
50 |
2 |
5 |
15 |
173 |
| The Volatility of Bid-Ask Spreads |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
50 |
| The asset growth return premium and anchoring on the 52‐week high |
1 |
1 |
2 |
2 |
5 |
5 |
7 |
7 |
| The information content of option ratios |
0 |
0 |
2 |
24 |
1 |
1 |
8 |
112 |
| The maximum bid-ask spread |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
110 |
| The reaction of European credit default swap spreads to the U.S. credit rating downgrade |
0 |
0 |
0 |
13 |
3 |
6 |
6 |
67 |
| The volatility of exchange rates and the non-normality of stock returns |
0 |
0 |
0 |
27 |
1 |
2 |
5 |
104 |
| Total Journal Articles |
14 |
31 |
130 |
2,078 |
151 |
295 |
731 |
9,254 |
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