Do Option Markets Undo Restrictions on Short Sales? Evidence from the 2008 Short-Sale Ban

By Bruce D. Grundy, Bryan Lim, Patrick Verwijmeren. 2012

150 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/4ea839e63cac9881f172f4f8dfc152278683e48f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Ekkehart Boehmer
2. Charles M. Jones
3. Xiaoyan Zhang
4. J. Wu
5. Matthew C. Ringgenberg
6. Terrence Hendershott
7. Adam V. Reed
8. Joseph E. Engelberg

In Finance

1. Ekkehart Boehmer
2. Charles M. Jones
3. Xiaoyan Zhang
4. Avanidhar Subrahmanyam
5. Terrence Hendershott
6. J. Wu
7. Matthew C. Ringgenberg
8. Albert J. Menkveld

Citations in the corpus

• Shackling Short Sellers: The 2008 Shorting Ban (2013, background): “For example, our paper focuses on intraday data to shed light on the U.S. ban’s effects on equity trading activity and market quality, whereas Battalio and Schultz (2011) study individual equity options markets during the ban (see also Grundy, Lim, and Verwijmeren 2012).”
• Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets (2016, unknown): “19 Grundy et al. (2012) show that the availability of put options depends on the ability to hedge by shorting the stock.”