The marketing–finance interface: A new integrative review of metrics, methods, and findings and an agenda for future research
The marketing–finance interface is an important research field in marketing, helping
demonstrate the accountability of marketing within companies and building a necessary …
demonstrate the accountability of marketing within companies and building a necessary …
Short selling: A review of the literature and implications for future research
This systematic literature review critically analyzes studies on the determinants of short
selling and the implications for information distribution, real economic decisions, financial …
selling and the implications for information distribution, real economic decisions, financial …
Short selling and earnings management: A controlled experiment
During 2005 to 2007, the SEC ordered a pilot program in which one‐third of the Russell
3000 index were arbitrarily chosen as pilot stocks and exempted from short‐sale price tests …
3000 index were arbitrarily chosen as pilot stocks and exempted from short‐sale price tests …
Short‐selling bans around the world: Evidence from the 2007–09 crisis
A Beber, M Pagano - The Journal of Finance, 2013 - Wiley Online Library
Most regulators around the world reacted to the 2007–09 crisis by imposing bans on short
selling. These were imposed and lifted at different dates in different countries, often targeted …
selling. These were imposed and lifted at different dates in different countries, often targeted …
Price efficiency and short selling
PAC Saffi, K Sigurdsson - The Review of Financial Studies, 2011 - academic.oup.com
This article presents a study of how stock price efficiency and return distributions are affected
by short-sale constraints. The study is based on a global dataset, from 2005 to 2008, that …
by short-sale constraints. The study is based on a global dataset, from 2005 to 2008, that …
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
China launched a pilot scheme in March 2010 to lift the ban on short-selling and margin-
trading for stocks on a designated list. We find that stocks experience negative returns when …
trading for stocks on a designated list. We find that stocks experience negative returns when …
Short‐selling risk
JE Engelberg, AV Reed… - The Journal of …, 2018 - Wiley Online Library
Short sellers face unique risks, such as the risk that stock loans become expensive and the
risk that stock loans are recalled. We show that short‐selling risk affects prices among the …
risk that stock loans are recalled. We show that short‐selling risk affects prices among the …
Hedge fund leverage
A Ang, S Gorovyy, GB Van Inwegen - Journal of Financial Economics, 2011 - Elsevier
We investigate the leverage of hedge funds in the time series and cross-section. Hedge fund
leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases …
leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases …
Cryptocurrency regulation and market quality
T Griffith, D Clancey-Shang - Journal of International Financial Markets …, 2023 - Elsevier
We examine the effects of the 2021 Chinese cryptocurrency ban on several aspects of crypto
market quality, namely, prices, volatility, and liquidity. We find that average crypto prices …
market quality, namely, prices, volatility, and liquidity. We find that average crypto prices …
Regulatory uncertainty and market liquidity: The 2008 short sale ban's impact on equity option markets
R Battalio, P Schultz - The Journal of Finance, 2011 - Wiley Online Library
We examine how the September 2008 short sale restrictions and the accompanying
confusion and regulatory uncertainty impacted equity option markets. We find that the short …
confusion and regulatory uncertainty impacted equity option markets. We find that the short …