References
- Alexander, G. J., and M. A. Peterson. 2008. “The Effect of Price Tests on Trader Behavior and Market Quality: An Analysis of Reg SHO.” Journal of Financial Markets 11 (1): 84–111. doi:https://doi.org/10.1016/j.finmar.2007.06.002.
- Boehmer, E., C. M. Jones, and X. Y. Zhang. 2008. “Which Shorts Are Informed?” Journal of Finance 63 (2): 491–527. doi:https://doi.org/10.1111/j.1540-6261.2008.01324.x.
- Boehmer, E., and J. J. Wu. 2012. “Short Selling and the Informational Efficiency of Prices.” Review of Financial Studies 26 (2): 287–322. doi:https://doi.org/10.1093/rfs/hhs097.
- Christophe, S., M. G. Ferri, and J. J. Angel. 2004. “Short-Selling Prior to Earnings Announcements.” Journal of Finance 59 (4): 1845–1875.
- Diamond, D. W., and R. E. Verrecchia. 1987. “Constraints on Short-Selling and Asset Price Adjustment to Private Information.” Journal of Financial Economics 18: 277–311. doi:https://doi.org/10.1016/0304-405X(87)90042-0.
- Diether, K., K. H. Lee, and I. M. Werner. 2009. “It’s SHO Time: Short-Sale Price Tests and Market Quality.” Journal of Finance 64 (1): 37–74. doi:https://doi.org/10.1111/j.1540-6261.2008.01428.x.
- Jones, C. M., and O. A. Lamont. 2002. “Short Sale Constraints and Stock Returns.” Journal of Financial Economics 66 (2): 207–239. doi:https://doi.org/10.1016/S0304-405X(02)00224-6.
- Miller, E. M. 1977. “Risk, Uncertainty, and Divergence of Opinion.” Journal of Finance 32 (4): 1151–1168. doi:https://doi.org/10.1111/j.1540-6261.1977.tb03317.x.
- Office of Economic Analysis of the SEC. 2007. “Economic Analysis of the Short Sale Price Restrictions under the Regulation SHO Pilot.” SEC Working Paper.