Recent working papers in Short selling
Boehmer, Ekkehart, Charles M. Jones, and Xiaoyan Zhang, 2010, Shackling short sellers: The 2008 shorting ban, Working paper, Texas A&M University.
Helmes, Uwe, Julia Henker, and Thomas Henker, 2010, The effect of the ban on short selling on market efficiency and volatility, Working paper, UNSW.
Kolasinksi, Adam, Adam V. Reed, and Jacob R. Thornock, 2010, Can short restriction result in more informed short selling? Evidence from the 2008 regulations, Working paper, University of Washington.
Ni, Sophie Xiaoyan, and Jun Pan, 2011, Trading puts and CDS on stocks with short sale ban, Working paper, HKUST & MIT.
Ben-David, Itzhak, Michael S. Drake, and Darren T. Roulstone, 2010, Are stock acquirers overvalued? Evidence from short-selling activity?, Working paper, Ohio State University.
Blocher, Jesse, Joseph Engelberg, and Adam V. Reed, 2010, The long and the short of it: Evidence of year-end price manipulation by short sellers, Working paper, UNC at Chapel Hill.
Khan, Mozaffar, and Hai Lu, 2011, Do short sellers front-run insider sales?, Working paper, MIT.
Purnanandam, Amiyatosh, and Nejat Seyhun, 2011, Do short sellers trade on private information or false information?, Working paper, University of Michigan.
Wang, Jun, Steven X. Wei, and Bohui Zhang, 2011, Short sale constraints and price informativeness, Working paper, Hong Kong Polytechnic University.
Recent Published/accepted papers in Short selling
Banerjee, Snehal, and Jeremy J. Graveline, 2011, The cost of short-selling liquid securities, Journal of Finance, forthcoming.
Beber, Alessandro, Marco Pagano, 2011, Short-selling bans around the world: Evidence from the 2007-2009 crisis, Journal of Finance, forthcoming.
Chen, Honghui, Hemang Desai, and Sirnivasan Krishnamurthy, 2012, A first look at mutual funds that use short sales, Journal of Financial and Quantitative Analysis, forthcoming.
Engelbert, Joseph E., Adam V. Reed, and Matthew C. Ringgenberg, 2012, How are shorts informed? Short sellers, news, and information processing, Journal of Financial Economics, Forthcoming.
Grundy, Bruce D., Bryan Lim, and Patrick Verwijmeren, 2012, Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban, Journal of Financial Economics, Forthcoming.
Stambaugh, Robert F., Jianfeng Yu, and Yu Yuan, 2011, The short of it: Investor sentiment and anomalies, Journal of Financial Economics, Forthcoming.
updated on March, 2012
A list of papers in short selling and analysts forecasts is available on request (more than 280 papers!), my e-mail is hwkot#hkbu.edu.hk (replace # by @). .