Search Results

Commodity price risk management: Valuation of large trading portfolios under adverse and illiquid market settings

Author: Al Janabi, Mazin A M

Source: Journal of Derivatives & Hedge Funds, Volume 15, Number 1, May 2009 , pp. 15-50(36)

Publisher: Palgrave Macmillan

Rise and Fall of the First Financial Futures Market in China: The Case of Chinese Government Bond Futures

Authors: Chen, Chao; Zhou, Zhong-guo

Source: China & World Economy, Volume 17, Number 2, March-April 2009 , pp. 110-124(15)

Publisher: Blackwell Publishing

Short-Sale Strategies and Return Predictability

Authors: Diether, Karl B.; Lee, Kuan-Hui; Werner, Ingrid M.

Source: Review of Financial Studies, Volume 22, Number 2, 20 February 2009 , pp. 575-607(33)

Publisher: Oxford University Press

It's SHO Time! Short-Sale Price Tests and Market Quality

Authors: DIETHER, KARL B.; LEE, KUAN-HUI; WERNER, INGRID M.

Source: The Journal of Finance, Volume 64, Number 1, February 2009 , pp. 37-73(37)

Publisher: Blackwell Publishing

Clothing and Disclosing the Short: SEC Tightens Short-Selling Regulations

Authors: Stokes, Alexis B.; Stokes, Peter A.

Source: Journal of Taxation and Regulation of Financial Institutions, Volume 22, Number 2, November/December 2008 , pp. 5-8(4)

Publisher: Civic Research Institute

Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita

Authors: Blau, Benjamin M.; Van Ness, Robert A.; Wade, Chip

Source: Journal of Risk & Insurance, Volume 75, Number 4, December 2008 , pp. 967-996(30)

Publisher: Blackwell Publishing

ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION

Author: Carlos Hatchondo, Juan

Source: International Economic Review, Volume 49, Number 4, November 2008 , pp. 1297-1330(34)

Publisher: Blackwell Publishing

Naked No More? An Assessment of Proposed SEC Rule 10b-21

Authors: Stokes, Alexis B.; Stokes, Peter A.

Source: Journal of Taxation and Regulation of Financial Institutions, Volume 22, Number 1, September/October 2008 , pp. 14-22(9)

Publisher: Civic Research Institute

Capital Markets

Source: The Report - Bulgaria, Volume 2008, Number 1, 2008 , pp. 55-70(16)

Publisher: Oxford Business Group

Do retail options traders know better about market volatility?

Authors: Chen, Cheny; Liu, Ming-Hua; Nguyen, Hoa

Source: American J. of Finance and Accounting, Volume 1, Number 1, 13 August 2008 , pp. 1-19(19)

Publisher: Inderscience Publishers

Asset market equilibrium with short-selling and differential information

Authors: Daher, Wassim; Martins-da-Rocha, V.; Vailakis, Yiannis

Source: Economic Theory, Volume 32, Number 3, September 2007 , pp. 425-446(22)

Publisher: Springer

Recent developments in hedge fund enforcement and regulation by the SEC under the leadership of Chairman Cox suggest that he may not be the free market advocate everyone once thought he was

Authors: Morgan, Nicolas; Totino, Edward; Weiner, Perrie

Source: Journal of Investment Compliance, Volume 7, Number 4, 2006 , pp. 4-11(8)

Publisher: Emerald Group Publishing Limited

The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets

Authors: HARUVY, ERNAN; NOUSSAIR, CHARLES N.

Source: The Journal of Finance, Volume 61, Number 3, June 2006 , pp. 1119-1157(39)

Publisher: Blackwell Publishing

Short-sales constraints and stock return asymmetry: evidence from the Chinese stock markets

Author: Hueng, C. James

Source: Applied Financial Economics, Volume 16, Number 10, 15 June 2006 , pp. 707-716(10)

Publisher: Routledge, part of the Taylor & Francis Group

DIVERGENCE OF OPINION AND LONG-TERM PERFORMANCE OF INITIAL PUBLIC OFFERINGS

Authors: Gao, Yan; Mao, Connie X.; Zhong, Rui

Source: The Journal of Financial Research, Volume 29, Number 1, March 2006 , pp. 113-129(17)

Publisher: Blackwell Publishing

Is the 52-week high momentum strategy profitable outside the US?

Authors: Marshall, Ben R.; Cahan, Rachael M.

Source: Applied Financial Economics, Volume 15, Number 18, Number 18/1 December 2005 , pp. 1259-1267(9)

Publisher: Routledge, part of the Taylor & Francis Group

Volatility filters for dynamic portfolio optimization

Authors: Miao, Jia; Dunis, Christian L.

Source: Applied Financial Economics Letters, Volume 1, Number 2, March 2005 , pp. 111-119(9)

Publisher: Routledge, part of the Taylor & Francis Group

Short-Selling Prior to Earnings Announcements

Authors: Stephen E. Christophe; Michael G. Ferri; James J. Angel

Source: The Journal of Finance, Volume 59, Number 4, August 2004 , pp. 1845-1876(32)

Publisher: Blackwell Publishing

Endogenous Firm Objectives

Authors: Yalçin E.; Renström T.I.

Source: Journal of Public Economic Theory, Volume 5, Number 1, January 2003 , pp. 67-94(28)

Publisher: Blackwell Publishing

Short-sale constraints and stock returns

Authors: Jones C.M.; Lamont O.A.

Source: Journal of Financial Economics, Volume 66, Number 2, November 2002 , pp. 207-239(33)

Publisher: Elsevier