Reference health
Strategic Trading As a Response to Short Sellers
50/50 checkable references clean · checked 2026-10-15
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 50 checked references that resolve
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An analysis of trade-size clustering and its relation to stealth trading☆
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Illiquidity and stock returns: cross-section and time-series effects
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Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
resolves10.1111/j.1540-6261.2012.01802.x
Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis
resolves10.1016/j.jfineco.2019.05.016
Potential pilot problems: Treatment spillovers in financial regulatory experiments
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Factoring and weighting approaches to status scores and clique identification
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Eigenvector-like measures of centrality for asymmetric relations
resolves10.1016/j.jfineco.2010.03.016
Payoff complementarities and financial fragility: Evidence from mutual fund outflows
resolves10.1016/j.jfineco.2008.12.011
The role of institutional investors in seasoned equity offerings
resolves10.1093/rfs/hhw105
The Effects of Short-Selling Threats on Incentive Contracts: Evidence from an Experiment
resolves10.1016/j.jfineco.2019.04.002
The relevance of broker networks for information diffusion in the stock market
resolves10.1016/0304-405X(87)90042-0
Constraints on short-selling and asset price adjustment to private information
resolves10.1093/rfs/6.1.23
The Effect of Public Information and Competition on Trading Volume and Price Volatility
resolves10.1111/j.1540-6261.1996.tb04075.x
Strategic Trading When Agents Forecast the Forecasts of Others
resolves10.1111/jofi.13087
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets
resolves10.1111/1475-679X.12068
Short Selling Pressure, Stock Price Behavior, and Management Forecast Precision: Evidence from a Natural Experiment
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1016/j.jfineco.2015.08.004
Competition of the informed: Does the presence of short sellers affect insider selling?
resolves10.1093/rfs/hhu147
The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets
The 19 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedref18
no DOI — not checkedWhat Constrains Liquidity Provision? Evidence from Institutional Trades
no DOI — not checkedref25
no DOI — not checkedMeasuring mutual fund performance with characteristic-based benchmarks
no DOI — not checkedThe shorting premium and asset pricing anomalies
no DOI — not checkedEmergency Measures for Equity Trading: The Case Against Short-Selling Bans and Stock Exchange Shutdowns
no DOI — not checkedHerd on the street: Informational inefficiencies in a market with short-term speculation
no DOI — not checkedComponents of the bid-ask spread and the statistical properties of transaction prices
no DOI — not checkedReusing Natural Experiments
no DOI — not checkedLong-lived private information and imperfect competition
no DOI — not checkedInstitutional trading and Abel Noser data
no DOI — not checkedLegal Risk and Insider Trading
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