Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Tyler J. Brough"'
Autor:
Tyler J. Brough, Randy T Simmons
Publikováno v:
Public Choice. 194:395-420
In this article, we examine the methodological writings of James M. Buchanan and relate them to those of the moral philosopher, Martin Buber. We analyze Buchanan’s views, both explicit and implicit in his writings, on the morality of the exchange r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e06df0b350283bf0a2daabbde5ac5ed
https://doi.org/10.1007/s11127-023-01047-y
https://doi.org/10.1007/s11127-023-01047-y
Publikováno v:
Journal of Banking & Finance. 76:32-47
Prior research argues that the process of intermediation is opaque and produces uncertainty about the riskiness of banks, which may adversely affect the efficiency of bank stock prices. Using the Hou and Moskowitz (2005) measure of price delay, which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::483ee169076fe6143c89ee5d2a01c23b
https://doi.org/10.1016/j.jbankfin.2016.11.026
https://doi.org/10.1016/j.jbankfin.2016.11.026
Autor:
Benjamin M. Blau, Tyler J. Brough
Publikováno v:
Review of Derivatives Research. 18:51-73
Prior research argues that pessimistic traders can use options as substitutes for short sales particularly when stocks are expensive to short. Motivated by this contention, we examine the relation between put-call ratios, short-selling activity, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55d70b64664f0f800e585a71cc1d80c5
https://doi.org/10.1007/s11147-014-9102-3
https://doi.org/10.1007/s11147-014-9102-3
Autor:
Benjamin M. Blau, Tyler J. Brough
Publikováno v:
Financial Management. 43:703-724
We find that stocks with higher levels of prelisting short activity have a greater probability of option listing. These results are driven by the prelisting short activity of market makers, which suggests that exchanges believe that stocks with great
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a32d7d69bffac89ee15ff0b6f83eaa63
https://doi.org/10.1111/fima.12039
https://doi.org/10.1111/fima.12039
Publikováno v:
Journal of International Money and Finance. 41:182-196
This paper investigates the linkage between macroeconomic factors and the price stability of individual securities in a unique setting. Using a large sample of 327 American Depositary Receipts (ADRs), we test whether economic freedom in the ADR home
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::487fd2bd5943b68251996510ac86ee94
https://doi.org/10.1016/j.jimonfin.2013.12.001
https://doi.org/10.1016/j.jimonfin.2013.12.001
Publikováno v:
Journal of Accounting, Auditing & Finance. 28:348-368
Using a combination of short-selling data made available by Regulation SHO and auditor change data disclosed in companies’ SEC filings, we examine whether short sellers (a) discern between “good news” and “bad news” auditor changes and (b)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d34c62b2a054797675b3a76393244279
https://doi.org/10.1177/0148558x13505594
https://doi.org/10.1177/0148558x13505594
Publikováno v:
Journal of Economics and Business. 64:439-451
Diether, Lee, and Werner (2009) show that, in general, short sellers are contrarian in both contemporaneous and past returns and able to impressively predict future returns. This study examines these trading characteristics during both the trading da
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9fd4e59768733bb84ae042b0f9875f39
https://doi.org/10.1016/j.jeconbus.2012.07.001
https://doi.org/10.1016/j.jeconbus.2012.07.001
Autor:
Benjamin M. Blau, Tyler J. Brough
Publikováno v:
International Journal of Managerial Finance. 8:187-203
PurposeThe purpose of this paper is to investigate what is denoted as episodes of concentrated short‐selling activity, or consecutive days of abnormal short‐sale activity in a particular stock. The motivation to do so is two fold. First, US regul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::130de08dc8b0750dbf82de072027d19e
https://doi.org/10.1108/17439131211238851
https://doi.org/10.1108/17439131211238851
Autor:
Tyler J. Brough, Benjamin M. Blau
Publikováno v:
The Quarterly Review of Economics and Finance. 52:38-48
Boehmer, Jones, and Zhang (2008a JF) show that informed short sellers do not stealth trade and hypothesize that because short sellers face execution uncertainty caused by the uptick rule, informed short sellers cannot afford to break up their larger
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58322da4c0449f303638387d9785c262
https://doi.org/10.1016/j.qref.2011.12.004
https://doi.org/10.1016/j.qref.2011.12.004
Autor:
Benjamin M. Blau, Tyler J. Brough
Publikováno v:
The Journal of Trading. 6:32-40
In this study, we examine the trading activity of inverse ETFs in an attempt to explain whether inverse ETF volume contains bearish information about future market prices. Our two main results are, first, inverse ETF trading activity occurs after per
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f4fc2d0ca1e38954ae4910e1ba9e18b
https://doi.org/10.3905/jot.2011.6.3.032
https://doi.org/10.3905/jot.2011.6.3.032