Short Selling Strategies, Risks, and Rewards phần 5 ppsx
Short Selling Strategies, Risks, and Rewards phần 5 ppsx
... ON SHORT SELLING
weak measure of shorting demand. Overpricing falls over time, while
the level of short interest rises. Thus short interest can be negatively cor-
related with shorting demand and ... pp.
2113–2141.
10
Jones and Lamont, Short Sale Constraints and Stock Returns.”
7-Lamont -Short Constraints Page 188 Thursday, August 5, 2004 11:12 AM
Implications of Short Sel...
Short selling strategies risks and rewards phần 5 docx
... Prices
Palm 55 . 25
3Com 68
Call Put
Synthetic
Short
Percent
Deviation
Synthetic
Long
Percent
DeviationBid Ask Bid Ask
May 55 5. 75 7. 25 10.6 25 12.6 25 47 .55 –14 51 . 05 –8
August 55 9. 25 10. 75 17. 25 19. 25 43 .57 ... –8
August 55 9. 25 10. 75 17. 25 19. 25 43 .57 –21 47.07 – 15
November 55 10 11 .5 21.6 25 23.6 25 39.12 –29 42.62 –23
7-Lamont -Short Constrai...
Short selling strategies risks and rewards phần 10 ppsx
... 237
Wealth
creation, 282, 2 95
firm, 292
destroyer, 2 85
Webb, Gwendolyn P., 242
Weighted average COC, 292
West, Richard R., 150 , 358
index Page 4 15 Thursday, August 5, 2004 10 :51 AM
394 SHORT SELLING AND MARKET ... Nejat H., 174
SG&A. See Selling general and admin-
istrative
Shah, A., 1 45
Shapiro, Alan C., 358
index Page 411 Thursday, August 5, 2004 10 :51 AM
Short...
Short Selling Strategies, Risks, and Rewards phần 1 pps
... Advisors? 51
What Is the Significance of the Short Interest for
Growth in ETF Assets? 52
Conclusion 56
SECTION TWO
Theory and Evidence on Short Selling 59
CHAPTER 5
Restrictions on Short Selling and ... the World 3 25
Foreign Listing and Short Selling 331
Short Selling Constraints and International Capital Flows 339
Conclusion 342
CHAPTER 14
Short Selli...
Short Selling Strategies, Risks, and Rewards phần 2 pdf
... Equivalents
50 ,819 54 ,118 52 ,469 70,318 73,432
71,8 75
36.99%
DJIA DIAMONDS
DIA
Shares Outstanding
58 ,304 58 ,2 05 58, 255 64 ,50 9 63,861
64,1 85 10.18%
Short Interest
14 ,57 5 11, 751
23,063 28,334
Total ... Equivalents
882,973 841,340 862, 157 984,063 927,706
955 ,8 85
10.87%
iShares S&P 50 0
IVV
Shares Outstanding
47, 450 52 ,600 50 ,0 25 68, 850 70, 650...
Short Selling Strategies, Risks, and Rewards phần 3 pps
... AM
80 THEORY AND EVIDENCE ON SHORT SELLING
implied fee averaged 19%. (The highest was 55 % once for Krispy
Kreme and 50 % for Stratos Lightwave).
Exhibit 5. 4 shows the situation of a short seller ... years.
5- Miller-Restrictions Page 83 Thursday, August 5, 2004 11:10 AM
86 THEORY AND EVIDENCE ON SHORT SELLING
Brazil, Chile, Finland, India, Israel, New Zealand, the Phili...
Short Selling Strategies, Risks, and Rewards phần 4 doc
... Thursday, August 5, 2004 11:11 AM
Implications of Short Selling and Divergence of Opinion for Investment Strategy 141
result in short selling as option dealers and others make short sales in
the ...
6-Miller-Implications Page 127 Thursday, August 5, 2004 11:11 AM
Implications of Short Selling and Divergence of Opinion for Investment Strategy 149
Arnott
65
and Carvel...
Short Selling Strategies, Risks, and Rewards phần 6 pdf
... Prices
Palm 55 . 25
3Com 68
Call Put
Synthetic
Short
Percent
Deviation
Synthetic
Long
Percent
DeviationBid Ask Bid Ask
May 55 5. 75 7. 25 10.6 25 12.6 25 47 .55 –14 51 . 05 –8
August 55 9. 25 10. 75 17. 25 19. 25 43 .57 ... 17. 25 19. 25 43 .57 –21 47.07 – 15
November 55 10 11 .5 21.6 25 23.6 25 39.12 –29 42.62 –23
7-Lamont -Short Constraints Page 198 Thursday, August...
Short Selling Strategies, Risks, and Rewards phần 7 pot
... August 5, 2004 11:16 AM
9-Jones/Larsen-InfoContent Page 256 Thursday, August 5, 2004 11:14 AM
The Information Content of Short Sales 241
Predicting Short- Term Returns with and Without Hedging and ... shorts.
10-Gutfleish/Atzil-Spotting Page 278 Thursday, August 5, 2004 11: 15 AM
246 THEORY AND EVIDENCE ON SHORT SELLING
about future returns applies to the NASDAQ market as wel...
Short Selling Strategies, Risks, and Rewards phần 8 pptx
... August 5, 2004 11:16 AM
SECTION
Four
Short Selling and
Market Efficiency
Sect4 Page 321 Thursday, August 5, 2004 10:49 AM
284 SHORT SELLING STRATEGIES
ing in the direction of economic profit and ... 294 Thursday, August 5, 2004 11:16 AM
290 SHORT SELLING STRATEGIES
capital ranged from lows of 2.23% and 2. 95% in 1994 and 1997, respec-
tively, to a high of only 9.21% in 1...
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