Failure is an Option: Impediments to Short Selling and Options Prices

By Richard B. Evans, Christopher C. Géczy, David K. Musto, Adam V. Reed. 2009

153 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/7aa398956f4ba682b4de9c9539a5088111456aa2

How researchers see this paper

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

In Economics and Econometrics

1. Paul C. Tetlock
2. Eric K. Kelley
3. Diego García
4. Joseph E. Engelberg
5. D. Sosyura
6. Kenneth R. Ahern
7. Philipp Krueger
8. Pavel Savor

In Finance

1. Eric K. Kelley
2. Paul C. Tetlock
3. Diego García
4. Joseph E. Engelberg
5. D. Sosyura
6. M. Buehlmaier
7. Kenneth R. Ahern
8. Pavel Savor

In Strategy and Management

1. Eric K. Kelley
2. Paul C. Tetlock

Citations in the corpus

• Retail Short Selling and Stock Prices (2016, methodology): “The dependent variable is cumulative abnormal returns (CAR[2,20]) with the benchmark based on each firm’s Fama and French (1993) three-factor loadings (MKT, SMB, and HML betas) measured with daily returns from the prior year.”