Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect

By Honghui Chen, Vijay Singal. 2003

217 citations recorded by the source corpus.

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Short-Sale Strategies and Return Predictability (2009, background): “Several authors (Brent, Morse, and Stice, 1990; Senchack and Starks, 1993; Danielsen and Sorescu, 2001; and Chen and Singal, 2003) have explored the interaction between the options market and the stock market to investigate the extent to which short-sale constraints are binding.”
The Good News in Short Interest (2010, result): “As noted by previous researchers (e.g., Chen and Singal, 2003 ), two months, February 1990 and July 1990, are missing from the Nasdaq short interest files.”
Disappearing anomalies: a dynamic analysis of the persistence of anomalies (2006, background): “While most studies refer to French (1980) as initial publication (see, e.g., Chen and Singal, 2003 and Schwert, 2003), Cross’s (1973) study on this anomaly was already published seven years earlier.”