2James J.Angel,1997.10.27,Short Selling on the NYSE
二级参考文献17
1张哲章.融资融券余额、成交量与股价指数之间关联性研究.证券金融,1998,(1).
2Woolridge, J. R. & A. Dickinson, “Short - selling and common stock price”, Financial Analysts Journal[J]. January/February, 1994, pp.20-28.
3James J. Angel, “Short selling on the NYSE”[R]. 1997.10.27.
4Tne Chase Manhattan Bank and the ASIEC Consulting Group, Inc, “Short selling”[R]. 2000.08.18.
5ASTEC Consulting and JP Morgan, “ Global Securities Financing”, Building Bridges to More Liquid Markets [R]. 2001 (Q1),pp. 1 - 8.
6Conrad, Jennifer, “The price effect of short interest announcement”[R]. Working paper of University of North Carolina,1994.
7Senchaek, A. J. & Laura T. Stark,“ Short- sale restrictions and market reaction to short- interest announcement”[J]. Journal of Financial and Quantitative Analysis, 1993, Vol.28,pp. 177- 194.
8Figlewski, Stephen & Gwendolyn P. Webb,“Options, short sales and market completeness,”[J]. Journal of Finance, Vol.48,1993, pp.761 - 777.
9Brent,A,D. Morse & E. K. Stice, “Short interest: explanation and tests”[J]. Journal of Financial and Quantitative Analysis 25,1990,pp.273 - 289.
10Keim, Donald B. & Ananth Madhavan, “Anatomy of the trading prceess: empirical evidence on the behavior of institutional traders”[J]. Journal of Financial Economics 37, 1995,pp.371 - 398.