.... A volume event study is also conducted to examine abnormal trading activity surrounding the key events in the pilot stocks. Findings – Negative ARs follow both the announcement and implementation of short selling and margin trading. This suggests the negative impact of short sales dominates...

... 3,000 index, which represents 98 percent of the US equity market as it includes the 3,000 largest stocks by market capitalization. Blau and Pinegar (2010) study daily short selling to show that short sellers profit by being able to process information that is contained in earnings announcements...

...Andriy Shkilko; Benjamin Blau; Tyler J. Brough Purpose The purpose of this paper is to investigate what is denoted as episodes of concentrated short‐selling activity, or consecutive days of abnormal short‐sale activity in a particular stock. The motivation to do so is two fold. First, US...

... of this paper is to investigate the trading behaviour of short‐sellers, who are considered informed traders, conditioning on the level of cloudiness, and find an increase in short selling with the level of cloudiness. Additionally, the paper finds decreases in short selling the three days prior to a cloudy day...