Short selling plays a unique role in financial markets. Short selling's institutional structure is
distinct from other types of trades, and short sellers have been shown to be more informed …

We investigate whether the media plays a role in corporate governance by disseminating
news. Using a comprehensive data set of corporate and insider news coverage for the 2001 …

We review the academic findings from psychology and economics on disagreement—
specifically, the effect of disagreement on asset prices. We discuss measurement of …

We find that a substantial portion of short sellers' trading advantage comes from their ability
to analyze publicly available information. Using a database of short sales combined with a …

We use high frequency intra-day data to investigate the influence of unscheduled currency
and Bitcoin news on the returns, volume and volatility of the cryptocurrency Bitcoin and …

This paper applies the Least Absolute Shrinkage and Selection Operator (LASSO) to make
rolling one‐minute‐ahead return forecasts using the entire cross‐section of lagged returns …

We hypothesize that short selling has a disciplining role vis-à-vis firm managers that forces
them to reduce earnings management. Using firm-level short-selling data for thirty-three …

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 …

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 …

Motivated by the pioneering study of Morck, Yeung, and Yu (2000), this paper investigates
whether and how news commonality varies according to a country׳ s institutional …