2Figlewski Stephen,Gwendolyn P Webb. Options, short sales and market completeness [J]. Journal of Finance, 1993,(48): 761-777.
3Granger C. Investigating causal relations by econometric models and cross-spectral methods[J]. Econnometrica, 1969, (37):424-438.
4Keim Donald B, Ananth Madhavan. Anatomy of the trading process: Empirical evidence on the behavior of institutional traders[J]. Journal of Financial Economics, 1995, (37):371-398.
5Senehaek A J, Laura T Stark. Short-sale restrictions and market reaction to short-interest announcement[J]. Journal of Financial and Quantitative Analysis, 1993, (28):177-194.
6Aitken M,A Frino. The accuracy of the tick test: Evidence from the Australian stock exchange[J]. Journal of Banking and Finance, 1996, (20) : 1715-1729.
7Anchada Charoenrook , Hazem Daouk. The world price of short selling[R]. Working paper, The Owen Graduate School of Management, Vanderbilt University, 2003:1-49.
8Arturo Bris, William N Goetzmann, Ning Zhu. Efficiency and the bear:Short sales and markets around the world[R]. Working paper, Yale International Center for Finance, 2003.
9Brent A D Morse, E K Stiee. Short interest: Explanation and tests[J]. Journal of Financial and Quantitative Analysis, 1990, (25) : 273-289.
10Conrad Jennifer. The price effect of short interest announcement[R]. Working paper, University of North Carolina, 1994.
