Zobrazeno 1 - 10
of 61
pro vyhledávání: '"Charles M. Jones"'
Publikováno v:
Review of Finance. 24:1203-1235
Using NYSE short-sale order data, we investigate whether short sellers’ informational advantage is related to firm earnings and analyst-related events. With a novel decomposition method, we find that while these fundamental event days constitute on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bbab94a093c58342464504aeaa9c765
https://doi.org/10.1093/rof/rfaa008
https://doi.org/10.1093/rof/rfaa008
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afb2bf36786665f5047e89b9e64c8b3d
https://doi.org/10.2139/ssrn.4151106
https://doi.org/10.2139/ssrn.4151106
Publikováno v:
SSRN Electronic Journal.
We study a set of trading restrictions that limit equity and/or options positions imposed by retail-oriented broker-dealers in 38 stocks, including GameStop. Using brokerages’ capital requirements from the National Securities Clearing Corporation (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab31a814f3b298e059de9184a30cfc89
https://doi.org/10.2139/ssrn.3804446
https://doi.org/10.2139/ssrn.3804446
Publikováno v:
SSRN Electronic Journal.
Using intraday 2015-2019 short sale data from CBOE and FINRA, we examine the intraday time patterns and information content of on-exchange and off-exchange shorting. Midday short sales and those near the open strongly and negatively predict the cross
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f10e4b447aae1479a7a21e4ec374e4f
https://doi.org/10.2139/ssrn.3761523
https://doi.org/10.2139/ssrn.3761523
Publikováno v:
SSRN Electronic Journal.
Using 2020-2021 data from social media platform Reddit, we examine connections among stock prices, retail trading, short-selling and social media activity. Higher Reddit traffic, more positive tone, and higher Reddit connectedness predict higher retu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74c609f4f23c3197e6c1404abe1659d7
https://doi.org/10.2139/ssrn.3807655
https://doi.org/10.2139/ssrn.3807655
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41ff9d04f90bdaf865d6104583f3ea0e
https://doi.org/10.2139/ssrn.3628809
https://doi.org/10.2139/ssrn.3628809
Autor:
Annalyn Kurtz, Charles M. Jones
Publikováno v:
SSRN Electronic Journal.
This paper summarizes the discussions that took place at a recent one-day listening conference on this and related questions hosted by Columbia Business School's Program for Financial Studies and sponsored by a grant from Norges Bank Investment Manag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3033730b2aad9c4a34fc42b4f8580959
https://doi.org/10.2139/ssrn.3493167
https://doi.org/10.2139/ssrn.3493167
Publikováno v:
Journal of Financial Economics. 121:546-568
We examine returns, order flow, and market conditions in the minutes before, during, and after NYSE and Nasdaq short sales. We find two distinct types of short sales: those that provide liquidity, and those that demand it. Liquidity-supplying shorts
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bba9b9d5dfc33248335e8a51d793b9f8
https://doi.org/10.1016/j.jfineco.2016.05.002
https://doi.org/10.1016/j.jfineco.2016.05.002
This paper demonstrates how the principal-agent problem between venture capitalists and their investors (limited partners) causes limited partner returns to depend on diversifiable risk. Our theory shows why the need for investors to motivate VCs alt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bc20c885e6e3a320035eff9ab0e3874
Autor:
Charles M. Jones
Rhinoceroses look powerful and scary, but they need our help to stay alive despite their massive size. This book is all about these great big creatures roaming free in Africa. From their amazing horns to their huge size, rhinos are full of amazing fe