| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089220 | Journal of Banking & Finance | 2013 | 6 Pages |
Abstract
This paper uses a unique data set of trades in a unique pair of securities that enables the precise identification of individual broker activity and the trade direction of that activity. We find direct evidence that the imposition (removal) of short-sale constraints limits (generates) trading activity consistent with brokers exploiting apparent mispricing.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Steve Easton, Sean Pinder, Katherine Uylangco,