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Sommaire : Contents
Contributors : Graciela Chichilnisky, Edward Pekarek, Christopher Lufrano, Soufiane Cherkaoui, Houman B. Shadab, Chinmay Jain, Pankaj K. Jain, Thomas H. McInish, Stuart McCrary, Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen, Daniela Russo, Simonetta Rosati, Kym Sheehan, Jeannine Daniel, François-Serge Lhabitant, Giampaolo Gabbi, Paola Giovinazzo, Stefano Corradin, Marco Lo Duca, Cristina Sommacampagna, Emmanuel Fragnière, Iliya Markov, Peter Treadway, Michael C S Wong, Wei Fan, Qingbin Meng, Liu Yang, Lingqing Xing, Sihai Fang, Kaiguo Zhou, M. Nihat Solakoglu, Mehmet Orhan, John Simpson, Peter Mayall, Mathew Ratty, Paul U. Ali, Mario A. Maggi, Miguel Díaz-Martínez, Maryam M. Meseha, Robert J. Powell , Abhay Kumar Singh, Dean Fantazzini, Alexander Kudrov, Andrew Zlotnik , Elena Dukhovnaya, Meredith A. Jones, Greg N. Gregoriou, Razvan Pascalau, Jorgen-Vitting Andersen, Russell B. Gregory-Allen, David M. Smith, Nils S. Tuchschmid, Erik Wallerstein, Sassan Zaker, David E. Allen, Akhmad Kramadibrata, Vicente Jakas, Abraham Lioui, Jack Penm, R. Deane Terrell, Paul Brockman, Andrew Lynch, Andrei Nikiforov, (Grace) Qing Hao, James Kozyra, Camillo Lento, Peter D. Mayall, Mark Werman.

I. Regulation in the us and canada

1. Short Sales and Financial Innovation: How to take the Good while Avoiding Widespread Default
2. Goldman Sachs's Short-Sale Swap Shop
3. Off-Shore Short Sales after Morrison: Will the SEC be Emboldened or Constrained?
4. Regulating Short Sales in the U.S. in the 21st Century
5. The Evolution of Short Selling Regulations and Trading Practices in the US
6. Financing Techniques for Short Sellers

II. European markets

8. Are Restrictions on Short Selling Good? A Look on European Markets
9. Short Selling and Clearing Settlement in Europe: Relations and Implications
10. The 2008 Emergency Regulation of Short Selling in the US, UK and Australia
11. Reflections on Short Selling Regulations in Western and Eastern Europe
12.Regulating Short Selling: The European Framework(s) and the Regulatory Arbitrages
13. Do Option Prices Reveal Short-Sale Restrictions Impact on Banks' Stock Prices? The German Case
14. Short Selling in France During the Crisis: The Bans and What has Changed Since the Euro Correction

III. China, Japan and Australia

15.The Chinese Real Estate Bubble: Is it an Opportunity for Short-Selling?
16. Introduction of Margin Trading and Short Selling in China's Securities Market: The Case of the Disordered Warrant Prices
17. The Impact of Short Selling on China Stock Prices
18. Short Selling the Real Estate Bubble in China
19. Impact of Macro Indicators on Short Selling: Evidence from Tokyo Stock Exchange
20. The New Regulatory Development for Short Selling in Asia
21. Short Selling in Australia: The Current State of Play in Practice and in Regulation
22. Sourcing Securities for Short Sales: The Proper Legal Characterisation of Securities Loans in Australia

IV. Emerging markets

23. Short-Selling in Emerging Markets: A Comparison of Market Performances during the Global Financial Crisis
24. A Review of Short Selling in Emerging Markets: Latin America and Eastern Europe
25. Short Sales: Ambrosia or Kryptonite for Emerging Markets?
26. Short Selling Consistency in South Africa
27. Short Selling in Russia: Evidence from Medium and Long-Term Portfolio Strategies
28. Performance Persistence of Short Sellers
29. An Empirical Analysis of Short Biased Hedge Funds' Risk-Adjusted Performance: A Panel Approach

V. Portfolio management and performance

30. Short Selling by Portfolio Managers: Performance and Risk Effects across Investment Styles
31. Short Selling in an Asset Allocation Framework--the Search for Alpha
32. Machine Learning and Short Positions in Stock Trading Strategies
33. Short-Selling Stock Indices on Signals from Implied Volatility Index Changes: Evidence from Quantile Regression Based Techniques


VI. Modeling, earnings and announcements

34. Short-Selling and the Equity Premium Puzzle
35. Affine Term Structure Models and Short-Selling: The Liberal Case against Prohibitions
36. Short Sale Constraints in the Equity Market and the Term Structure of Interest Rates
37. Short-Selling Assessment Where Consumer Prices Involve both Currency Trades and Weather Shocks
38. Aggregate Short Selling during Earnings Seasons
39. The Information Content of Short-Selling before Macroeconomic Announcements

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque