Predatory short selling

MK Brunnermeier, M Oehmke - Review of Finance, 2014 - academic.oup.com
Financial institutions may be vulnerable to predatory short selling. When the stock of a
financial institution is shorted aggressively, leverage constraints imposed by short-term …

[PDF][PDF] Market predators

L Cohen, K Diether, C Malloy - 2014 - diether.org
We find evidence of predatory trading in the corporate bond market. Exploiting novel data on
the short selling behavior of institutional investors, we demonstrate that short sellers target …

Dynamic asset pricing with interactions between short-sale and borrowing constraints

L Shi, Y Xiao - The Review of Asset Pricing Studies, 2021 - academic.oup.com
This paper studies the joint effect of borrowing and short-sale constraints under
heterogeneous beliefs and risk aversions. Although the constraints never simultaneously …

[BOOK][B] The European financial market in transition

HS Birkmose, M Neville, KE Sørensen - 2012 - torrossa.com
Financial markets always seem to be in a state of transition, but in the recent years it has
been evident that more substantial changes are taking place in the European financial …

Short Selling by Portfolio Managers: Performance and Risk Effects across Investment Styles

RB Gregory-Allen, DM Smith, M Werman - Handbook of Short Selling, 2012 - Elsevier
Publisher Summary This chapter presents a study to examine the investment performance of
portfolio managers who engage in short selling. In recent years, short selling as an …

[HTML][HTML] Systemic risk implications of ETFs and impact of ETFs on their underlying markets Systemic risk and ETFs

N Amenc, F Ducoulombier - risk.net
In terms of exchange traded funds (ETFs), systemic risk refers to the possibility of an ETF-
specific crisis spilling over to the wider financial system. A few key concerns have been …

[PDF][PDF] The performance of financial markets: what is the effect of the announcement of new banking regulation?

A Ratytė - 2015 - vb.ism.lt
The aim of this thesis is to analyse whether the announcements of upcoming Basel III
regulations had an effect on the performance of OMXS30 stock index of Sweden. Initially the …

Short Selling, Regulatory Flip/Flops and Uncertainty: Implications for Asset Pricing and Asset Allocation

O Batur, A Lioui, M Sisto - … : Implications for Asset Pricing and Asset …, 2013 - papers.ssrn.com
After seventy years with no changes to short sale regulation, the United States Securities
and Exchange Commission intervened three times with regulatory action from July 2007 …

Short Sale Constraints and the Likelihood of Crashes and Bubbles

AC Klein, MT Bohl - Available at SSRN 1947145, 2012 - papers.ssrn.com
In this paper, we investigate short sale constraints' impact on the incidence of extreme stock
market movements. The latter can be used to proxy for the likelihood of tail events like …

[CITATION][C] Asset Pricing with Heterogeneous and Constrained Investors

L Shi - Asset Pricing with Heterogeneous and Constrained …, 2019 - [Sl]: SSRN