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Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A..
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388.

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Cited: 3

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Cites: 33

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Cocites: 50

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  1. The friction-free weighted price contribution. (2015). PASCUAL, ROBERTO ; Abad, David.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:226-239.

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  2. Autocorrelation in daily short-sale volume. (2014). Blau, Benjamin ; Smith, Jason M..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:1:p:31-41.

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  3. Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:38-48.

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References

References cited by this document

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