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Handbook of short selling / Greg N. Gregoriou, editor.

Contributor(s): Material type: TextTextPublication details: Waltham, MA : Academic Press, 2016Description: xxxvii, 585 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0123877245
  • 9780123877246
Subject(s): DDC classification:
  • 332.7 AKK 23
LOC classification:
  • HG6041 .H36 2012
Contents:
Note continued: ch. 27 Short Selling in Russia: Main Regulations and Empirical Evidence from Medium- and Long-Term Portfolio Strategies / Dean Fantazzinl -- 27.1. Introduction -- 27.2. Main Regulations and Practices -- 27.3. Empirical Analysis: A Comparison of Asset Allocation Strategies -- 27.4. Conclusion -- References -- Section 5 Portfolio Management and Performance -- ch. 28 Performance Persistence of Short-Biased Hedge Funds / Meredith Jones -- 28.1. Introduction -- 28.2. What Are Short-Biased Hedge Funds? -- 28.3. Past Performance of Short-Biased Hedge Funds -- 28.4. Future Performance of Short-Biased Hedge Funds -- 28.5. Asset Allocation and Short-Biased Hedge Funds -- 28.6. Conclusion -- ch. 29 An Empirical Analysis of Short-Biased Hedge Funds' Risk-Adjusted Performance: A Panel Approach / Razvan Pascalau -- 29.1. Introduction -- 29.2. Literature Review -- 29.3. Data Analysis -- 29.4. Empirical Analysis: A Panel Approach -- 29.5. Conclusion -- Acknowledgment -- References -- ch. 30 Short Selling by Portfolio Managers: Performance and Risk Effects across Investment Styles / Mark Werman -- 30.1. Introduction -- 30.2. Data Description -- 30.3. Research Question/Hypothesis -- 30.4. Methodology -- 30.5. Results -- 30.6. Conclusion -- References -- ch. 31 Short Selling in an Asset Allocation Framework -- The Search for Alpha / Sassan Zaker -- 31.1. Introduction -- 31.2. A Stylized Example -- 31.3. Alpha Transportation in Practice -- 31.4. An Illustrative Example -- 31.5. Conclusion -- References -- ch. 32 Machine Learning and Short Positions in Stock Trading Strategies / Abhay K. Singh -- 32.1. Introduction -- 32.2. Literature Review -- 32.3. Data and Methodology -- 32.4. Empirical Results -- 32.5. Conclusion -- Acknowledgment -- References -- ch. 33 Short Selling Stock Indices on Signals from Implied Volatility Index Changes: Evidence from Quantile Regression-Based Techniques / Akhmad Kramadibrata -- 33.1. Introduction -- 33.2. Literature Review -- 33.3. Data and Methodology -- 33.4. Results -- 33.5. Conclusion -- Acknowledgment -- References -- Section 6 Modeling, Earnings, and Announcements -- ch. 34 Short Selling and the Equity Premium Puzzle / Jorgen Vitting Andersen -- 34.1. Introduction -- 34.2. Theory -- 34.3. Data -- 34.4. Impact of Short Selling in a Heterogeneous Group of Investors -- 34.5. Discussion -- 34.6. Conclusion -- Acknowledgment -- References -- ch. 35 Affine Term Structure Models and Short Selling: The Liberal Case against Prohibitions / Vicente Jakas -- 35.1. Introduction -- 35.2. Affine Term Structure Models -- 35.3. Macroeconomic Shocks Affecting Government Surpluses Are Affine -- 35.4. Some Evidence on Affine Term Structure Models -- 35.5. Risks of Sovereign Debt Rollover -- 35.6. How Multiple Equilibrium Works and How It Could Result in "Runs" on Government Issuances -- 35.7. Prohibition in Naked Short Selling: A Poor Workaround with Little Effective Consequences -- 35.8. Conclusion -- Acknowledgment -- References -- Bibliography -- ch. 36 Short Sale Constraints in the Equity Market and the Term Structure of Interest Rates / Abraham Lioui -- 36.1. Introduction -- 36.2. Data and Method -- 36.3. Main Findings -- 36.4. Conclusion and Policy Implications -- References -- ch. 37 Short Selling Assessment Where Consumer Prices Involve Both Currency Trades and Weather Shocks / R. Deane Terrell -- 37.1. Introduction -- 37.2. Methodology -- 37.3. Data and Empirical Application -- 37.4. Conclusion -- References -- ch. 38 Aggregate Short Selling during Earnings Seasons / Andrei Nikiforov -- 38.1. Introduction -- 38.2. Data and Methodology -- 38.3. Empirical Results -- 38.4. Conclusion -- References -- ch. 39 The Information Content of Short Selling before Macroeconomic Announcements / Grace Qing Hao -- 39.1. Introduction -- 39.2. Data Sources and Sample Details -- 39.3. Measures and Methods -- 39.4. Results -- 39.5. Conclusion -- References.
Machine generated contents note: Section 1 Goldman Sachs and Regulation in the United States and Canada -- ch. 1 Short Sales and Financial Innovation: How to Take the Good While Avoiding Widespread Default / Graciela Chichilnisky -- 1.1. Introduction -- 1.2. Markets with Short Sales -- 1.3. Gains from Trade -- 1.4. Social Diversity, Volatility, and Default -- 1.5. Financial Innovation Creates Systemic Risks of Widespread Defaults -- 1.6. Introducing Graduated Reserves -- 1.7. Graduated Reserves Restore Stability and Prevent Default -- 1.8. Conclusion -- Acknowledgments -- References -- ch. 2 The Goldman Sachs Swaps Shop: An Examination of Synthetic Short Selling through Credit Default Swaps and Implications of Securities and Exchange Commission v. Goldman Sachs & Co., et al / Christopher Lufrano -- 2.1. Introduction -- 2.2. "Weapons of Mass Financial Destruction" -- 2.3. Key Sources of Relevant U.S. Securities Law -- 2.4. SEC v. Goldman Sachs & Co., et al. -- The Complaint -- 2.5. Vampyroteuthis Infemalis -- Collateral Consequences -- 2.6. Conclusion -- Acknowledgments -- References -- Bibliography -- ch. 3 Off-Shore Short Sales after Morrison: Will the Securities and Exchange Commission Be Emboldened or Constrained? / Soufiane Cherkaoui -- 3.1. Introduction -- 3.2. Goldman and Paulson Enter into a Marriage of Convenience -- 3.3. The Securities and Exchange Commission Charges Goldman and Tourre with Securities Fraud in Connection with ABACUS Structuring and Marketing -- 3.4. Climax: Dodd-Frank Affords the Securities and Exchange Commission Extraterritorial Jurisdiction -- 3.5. Conclusion -- Tourre and His Cohorts Celebrate a Pyrrhic Victory -- Bibliography -- ch. 4 Regulating Short Sales in the 21st Century / Houman B. Shadab -- 4.1. Introduction -- 4.2. U.S. Short Sale Regulation Background -- 4.3. Current Securities and Exchange Commission Regulation of Short Selling Activity -- 4.4. Conclusion -- Acknowledgment -- References -- ch. 5 Evolution of Short Selling Regulations and Trading Practices / Thomas H. Mclnish -- 5.1. Introduction -- 5.2. Literature Review -- 5.3. Historical Background on Short Selling -- 5.4. Short Selling and Financial Crisis -- 5.5. A Detailed Analysis of Short Selling in -- Recent Times -- 5.6. Conclusion -- References -- ch. 6 Financing Techniques for Short Sellers / Stuart McCrary -- 6.1. Introduction -- 6.2. Introducing the Repo Market for Fixed -- Income Securities -- 6.3. Length of Trades -- 6.4. Special Rate -- 6.5. The Repo Market in Bankruptcy -- 6.6. Haircuts and Margin Maintenance -- 6.7. Financing Equity Short Positions -- 6.8. In Lieu Payments and Other Rights -- 6.9. Financing Currency Short Positions -- 6.10. Financing Commodity Short Positions -- 6.11. Trading in the Lending Markets -- 6.12. Conclusion -- References -- Bibliography -- ch. 7 A Survey of Short Selling in Canada / James Kozyra -- 7.1. Introduction -- 7.2. Current Regulations -- 7.3. Taxation of Short Sales -- 7.4. Recent Trends in Canada -- 7.5. Impact of Recent Short Sale Prohibition -- 7.6. Conclusion -- References -- Section 2 European Markets -- ch. 8 Are Restrictions on Short Selling Good? A Look at European Markets / Due Khuong Nguyen -- 8.1. Introduction -- 8.2. Short Selling Bans and Analysis of Market Reactions -- 8.3. Committee of European Securities Regulators Initiative and Its Impacts on Professional Equity Investments -- 8.4. Conclusion -- References -- ch. 9 Short Selling, Clearing, and Settlement in Europe: Relations and Implications / Simonetta Rosati -- 9.1. Introduction -- 9.2. Short Selling and Settlement Risk -- 9.3. Settlement Discipline in Europe -- 9.4. Relation between Short Selling Market Discipline and Settlement Discipline -- 9.5. Impact of Short Selling and Fails on the Effectiveness of Settlement Discipline Measures -- 9.6. Conclusion -- References -- ch. 10 The 2008 Emergency Regulation of Short Selling in the United Kingdom, United States, and Australia / Kym Sheehan -- 10.1. Introduction -- 10.2. Objectives of Securities Regulation -- 10.3. Analysis of Emergency Responses -- 10.4. Types and Range of Initiatives -- 10.5. Conclusion -- References -- ch. 11 Reflections on Short Selling Regulations in Western and Eastern Europe / Frangois-Serge Lhabitant -- 11.1. Introduction -- 11.2. A Review of the National Regulatory Regimes in the European Union (EU) -- 11.3. The Case of Eastern Europe -- 11.4. The New European Commission's Draft Regulation -- 11.5. Conclusion -- References -- ch. 12 Regulating Short Selling: The European Framework and Regulatory Arbitrage / Paola Giovinazzo -- 12.1. Introduction -- 12.2. Theoretical Views of Short Selling Regulation -- 12.3. European Regulations after the Lehman Brothers Collapse -- 12.4. Regulatory Asymmetries and Arbitrage -- 12.5. Conclusion -- References -- ch. 13 Do Option Prices Reveal Short Sale Restrictions Impact on Banks' Stock Prices? The German Case / Cristina Sommacampagna -- 13.1. Introduction -- 13.2. Literature Review -- 13.3. Methodology -- 13.4. Data -- 13.5. Do Options Prices Reveal Short Sale Restrictions? -- 13.6. Conclusion -- References -- ch. 14 Short Selling in France during the Crisis, the Bans, and What Has Changed since the Euro Correction / Biya Markov -- 14.1. Introduction -- 14.2. Literature Review -- 14.3. Regulatory Developments Concerning Short Selling in France -- 14.4. Statistics -- 14.5. Discussion -- References -- Section 3 China, Japan, and Australia -- ch. 15 The Chinese Real Estate Bubble: Is It an Opportunity for Short Selling? / Michael C.S. Wong -- 15.1. Introduction -- 15.2. Comparison with the United States -- 15.3. The Bubble in China -- 15.4. The Debt Deflation Model -- Does It Apply to China? -- 15.5. The Stock Market -- Forecasting the Bursting of the Bubble? -- 15.6. Problems in Shorting Chinese Stocks -- 15.7. Conclusion -- References -- ch. 16 Introduction of Margin Trading and Short Selling in China's Securities Market: The Case of Disordered Warrant Prices / Sihai Fang -- 16.1. Introduction -- 16.2. The Disordered Warrant Price in China's Securities Market -- 16.3. Development of Margin Trading and Short Selling in China -- 16.4. Introduction and Interpretation of China's Key Rules on Margin Trading and Short Selling -- 16.5. Conclusion -- Acknowledgments -- References -- ch. 17 Impact of Short Selling on China Stock Prices / Michael C.S. Wong -- 17.1. Introduction -- 17.2. Literature Review -- 17.3. Methodology -- 17.4. Sample and Hypotheses -- 17.5. Empirical Findings -- 17.6. Conclusion -- References -- ch. 18 Short Selling the Real Estate Bubble in China / Kaiguo Zhou -- 18.1. Introduction -- 18.2. Is There a Bubble in China's Real Estate Market? -- 18.3. How to Short Sell the Real Estate Bubble -- 18.4. Conclusion -- References -- ch. 19 Impact of Macroeconomic Indicators on Short Selling: Evidence from the Tokyo Stock Exchange / Mehmet Orhan -- 19.1. Introduction -- 19.2. Data and Brief Overview of Japanese Macroeconomic Indicators -- 19.3. Data and Methodology -- 19.4. Conclusion -- Data Appendix -- References -- ch. 20 New Regulatory Developments for Short Selling in Asia: A Review / Frangois-Serge Lhabitant -- 20.1. Introduction -- 20.2. Typical Short Selling Constraints -- 20.3. Examples of a Few Asian Countries -- 20.4. Recent Developments in China -- 20.5. Conclusion -- References -- ch. 21 The Signaling of Short Selling Activity in Australia / Peter D. Mayall -- 21.1. Introduction -- 21.2. Literature Review -- 21.3. Data and Methodology -- 21.4. Findings -- 21.5. Conclusion -- References -- ch. 22 Sourcing Securities for Short Sales: The Proper Legal Characterization of Securities Loans / Paizi U. Ali -- 22.1. Introduction -- 22.2. Transactional Attributes of Securities Loans -- 22.3. Securities Loans and Short Sales -- 22.4. Securities Loans and Voting Rights -- 22.5. Legal Characterization of Securities Loans -- 22.6. Conclusion -- References -- Section 4 Emerging Markets -- ch. 23 Short Selling in Emerging Markets: A Comparison of Market Performance during the Global Financial Crisis / Dean Fantazzini -- 23.1. Introduction -- 23.2. Short Selling in Emerging Markets: Main Characteristics -- 23.3. Emerging Market Main Indicators -- 23.4. Conclusion -- References -- ch. 24 Short Selling and the Problem of Market Maturity in Latin America / Emmanuel Fragniere -- 24.1. Introduction -- 24.2. Review of National Regulatory Regimes in Latin America -- 24.3. Previous Studies on Short Selling in Latin America -- 24.4. The Practice of Short Selling in Latin America -- 24.5. Conclusion -- References -- ch. 25 Short Selling -- The Ambrosia or Kryptonite of Emerging Markets? / Maryam Meseha -- 25.1. Introduction -- 25.2. Emerging Market Benefits from Short Selling -- 25.3. Risk of Short Selling to an Emerging Market -- 25.4. Short Selling in BRIC Nations -- 25.5. Short Selling in Other Key Areas -- 25.6. Helpful Investor Mechanisms -- 25.7. Conclusion -- References -- ch. 26 Short Selling Consistency in South Africa / Abhay K. Singh -- 26.1. Introduction -- 26.2. Johannesburg Stock Exchange and Financial Markets Regulation -- 26.3. South African Markets prior to and during the Global Financial Crisis -- 26.4. South African Short Selling Rules -- 26.5. Conclusion -- Acknowledgment -- References.
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Includes bibliographical references and index.

Note continued: ch. 27 Short Selling in Russia: Main Regulations and Empirical Evidence from Medium- and Long-Term Portfolio Strategies / Dean Fantazzinl -- 27.1. Introduction -- 27.2. Main Regulations and Practices -- 27.3. Empirical Analysis: A Comparison of Asset Allocation Strategies -- 27.4. Conclusion -- References -- Section 5 Portfolio Management and Performance -- ch. 28 Performance Persistence of Short-Biased Hedge Funds / Meredith Jones -- 28.1. Introduction -- 28.2. What Are Short-Biased Hedge Funds? -- 28.3. Past Performance of Short-Biased Hedge Funds -- 28.4. Future Performance of Short-Biased Hedge Funds -- 28.5. Asset Allocation and Short-Biased Hedge Funds -- 28.6. Conclusion -- ch. 29 An Empirical Analysis of Short-Biased Hedge Funds' Risk-Adjusted Performance: A Panel Approach / Razvan Pascalau -- 29.1. Introduction -- 29.2. Literature Review -- 29.3. Data Analysis -- 29.4. Empirical Analysis: A Panel Approach -- 29.5. Conclusion -- Acknowledgment -- References -- ch. 30 Short Selling by Portfolio Managers: Performance and Risk Effects across Investment Styles / Mark Werman -- 30.1. Introduction -- 30.2. Data Description -- 30.3. Research Question/Hypothesis -- 30.4. Methodology -- 30.5. Results -- 30.6. Conclusion -- References -- ch. 31 Short Selling in an Asset Allocation Framework -- The Search for Alpha / Sassan Zaker -- 31.1. Introduction -- 31.2. A Stylized Example -- 31.3. Alpha Transportation in Practice -- 31.4. An Illustrative Example -- 31.5. Conclusion -- References -- ch. 32 Machine Learning and Short Positions in Stock Trading Strategies / Abhay K. Singh -- 32.1. Introduction -- 32.2. Literature Review -- 32.3. Data and Methodology -- 32.4. Empirical Results -- 32.5. Conclusion -- Acknowledgment -- References -- ch. 33 Short Selling Stock Indices on Signals from Implied Volatility Index Changes: Evidence from Quantile Regression-Based Techniques / Akhmad Kramadibrata -- 33.1. Introduction -- 33.2. Literature Review -- 33.3. Data and Methodology -- 33.4. Results -- 33.5. Conclusion -- Acknowledgment -- References -- Section 6 Modeling, Earnings, and Announcements -- ch. 34 Short Selling and the Equity Premium Puzzle / Jorgen Vitting Andersen -- 34.1. Introduction -- 34.2. Theory -- 34.3. Data -- 34.4. Impact of Short Selling in a Heterogeneous Group of Investors -- 34.5. Discussion -- 34.6. Conclusion -- Acknowledgment -- References -- ch. 35 Affine Term Structure Models and Short Selling: The Liberal Case against Prohibitions / Vicente Jakas -- 35.1. Introduction -- 35.2. Affine Term Structure Models -- 35.3. Macroeconomic Shocks Affecting Government Surpluses Are Affine -- 35.4. Some Evidence on Affine Term Structure Models -- 35.5. Risks of Sovereign Debt Rollover -- 35.6. How Multiple Equilibrium Works and How It Could Result in "Runs" on Government Issuances -- 35.7. Prohibition in Naked Short Selling: A Poor Workaround with Little Effective Consequences -- 35.8. Conclusion -- Acknowledgment -- References -- Bibliography -- ch. 36 Short Sale Constraints in the Equity Market and the Term Structure of Interest Rates / Abraham Lioui -- 36.1. Introduction -- 36.2. Data and Method -- 36.3. Main Findings -- 36.4. Conclusion and Policy Implications -- References -- ch. 37 Short Selling Assessment Where Consumer Prices Involve Both Currency Trades and Weather Shocks / R. Deane Terrell -- 37.1. Introduction -- 37.2. Methodology -- 37.3. Data and Empirical Application -- 37.4. Conclusion -- References -- ch. 38 Aggregate Short Selling during Earnings Seasons / Andrei Nikiforov -- 38.1. Introduction -- 38.2. Data and Methodology -- 38.3. Empirical Results -- 38.4. Conclusion -- References -- ch. 39 The Information Content of Short Selling before Macroeconomic Announcements / Grace Qing Hao -- 39.1. Introduction -- 39.2. Data Sources and Sample Details -- 39.3. Measures and Methods -- 39.4. Results -- 39.5. Conclusion -- References.

Machine generated contents note: Section 1 Goldman Sachs and Regulation in the United States and Canada -- ch. 1 Short Sales and Financial Innovation: How to Take the Good While Avoiding Widespread Default / Graciela Chichilnisky -- 1.1. Introduction -- 1.2. Markets with Short Sales -- 1.3. Gains from Trade -- 1.4. Social Diversity, Volatility, and Default -- 1.5. Financial Innovation Creates Systemic Risks of Widespread Defaults -- 1.6. Introducing Graduated Reserves -- 1.7. Graduated Reserves Restore Stability and Prevent Default -- 1.8. Conclusion -- Acknowledgments -- References -- ch. 2 The Goldman Sachs Swaps Shop: An Examination of Synthetic Short Selling through Credit Default Swaps and Implications of Securities and Exchange Commission v. Goldman Sachs & Co., et al / Christopher Lufrano -- 2.1. Introduction -- 2.2. "Weapons of Mass Financial Destruction" -- 2.3. Key Sources of Relevant U.S. Securities Law -- 2.4. SEC v. Goldman Sachs & Co., et al. -- The Complaint -- 2.5. Vampyroteuthis Infemalis -- Collateral Consequences -- 2.6. Conclusion -- Acknowledgments -- References -- Bibliography -- ch. 3 Off-Shore Short Sales after Morrison: Will the Securities and Exchange Commission Be Emboldened or Constrained? / Soufiane Cherkaoui -- 3.1. Introduction -- 3.2. Goldman and Paulson Enter into a Marriage of Convenience -- 3.3. The Securities and Exchange Commission Charges Goldman and Tourre with Securities Fraud in Connection with ABACUS Structuring and Marketing -- 3.4. Climax: Dodd-Frank Affords the Securities and Exchange Commission Extraterritorial Jurisdiction -- 3.5. Conclusion -- Tourre and His Cohorts Celebrate a Pyrrhic Victory -- Bibliography -- ch. 4 Regulating Short Sales in the 21st Century / Houman B. Shadab -- 4.1. Introduction -- 4.2. U.S. Short Sale Regulation Background -- 4.3. Current Securities and Exchange Commission Regulation of Short Selling Activity -- 4.4. Conclusion -- Acknowledgment -- References -- ch. 5 Evolution of Short Selling Regulations and Trading Practices / Thomas H. Mclnish -- 5.1. Introduction -- 5.2. Literature Review -- 5.3. Historical Background on Short Selling -- 5.4. Short Selling and Financial Crisis -- 5.5. A Detailed Analysis of Short Selling in -- Recent Times -- 5.6. Conclusion -- References -- ch. 6 Financing Techniques for Short Sellers / Stuart McCrary -- 6.1. Introduction -- 6.2. Introducing the Repo Market for Fixed -- Income Securities -- 6.3. Length of Trades -- 6.4. Special Rate -- 6.5. The Repo Market in Bankruptcy -- 6.6. Haircuts and Margin Maintenance -- 6.7. Financing Equity Short Positions -- 6.8. In Lieu Payments and Other Rights -- 6.9. Financing Currency Short Positions -- 6.10. Financing Commodity Short Positions -- 6.11. Trading in the Lending Markets -- 6.12. Conclusion -- References -- Bibliography -- ch. 7 A Survey of Short Selling in Canada / James Kozyra -- 7.1. Introduction -- 7.2. Current Regulations -- 7.3. Taxation of Short Sales -- 7.4. Recent Trends in Canada -- 7.5. Impact of Recent Short Sale Prohibition -- 7.6. Conclusion -- References -- Section 2 European Markets -- ch. 8 Are Restrictions on Short Selling Good? A Look at European Markets / Due Khuong Nguyen -- 8.1. Introduction -- 8.2. Short Selling Bans and Analysis of Market Reactions -- 8.3. Committee of European Securities Regulators Initiative and Its Impacts on Professional Equity Investments -- 8.4. Conclusion -- References -- ch. 9 Short Selling, Clearing, and Settlement in Europe: Relations and Implications / Simonetta Rosati -- 9.1. Introduction -- 9.2. Short Selling and Settlement Risk -- 9.3. Settlement Discipline in Europe -- 9.4. Relation between Short Selling Market Discipline and Settlement Discipline -- 9.5. Impact of Short Selling and Fails on the Effectiveness of Settlement Discipline Measures -- 9.6. Conclusion -- References -- ch. 10 The 2008 Emergency Regulation of Short Selling in the United Kingdom, United States, and Australia / Kym Sheehan -- 10.1. Introduction -- 10.2. Objectives of Securities Regulation -- 10.3. Analysis of Emergency Responses -- 10.4. Types and Range of Initiatives -- 10.5. Conclusion -- References -- ch. 11 Reflections on Short Selling Regulations in Western and Eastern Europe / Frangois-Serge Lhabitant -- 11.1. Introduction -- 11.2. A Review of the National Regulatory Regimes in the European Union (EU) -- 11.3. The Case of Eastern Europe -- 11.4. The New European Commission's Draft Regulation -- 11.5. Conclusion -- References -- ch. 12 Regulating Short Selling: The European Framework and Regulatory Arbitrage / Paola Giovinazzo -- 12.1. Introduction -- 12.2. Theoretical Views of Short Selling Regulation -- 12.3. European Regulations after the Lehman Brothers Collapse -- 12.4. Regulatory Asymmetries and Arbitrage -- 12.5. Conclusion -- References -- ch. 13 Do Option Prices Reveal Short Sale Restrictions Impact on Banks' Stock Prices? The German Case / Cristina Sommacampagna -- 13.1. Introduction -- 13.2. Literature Review -- 13.3. Methodology -- 13.4. Data -- 13.5. Do Options Prices Reveal Short Sale Restrictions? -- 13.6. Conclusion -- References -- ch. 14 Short Selling in France during the Crisis, the Bans, and What Has Changed since the Euro Correction / Biya Markov -- 14.1. Introduction -- 14.2. Literature Review -- 14.3. Regulatory Developments Concerning Short Selling in France -- 14.4. Statistics -- 14.5. Discussion -- References -- Section 3 China, Japan, and Australia -- ch. 15 The Chinese Real Estate Bubble: Is It an Opportunity for Short Selling? / Michael C.S. Wong -- 15.1. Introduction -- 15.2. Comparison with the United States -- 15.3. The Bubble in China -- 15.4. The Debt Deflation Model -- Does It Apply to China? -- 15.5. The Stock Market -- Forecasting the Bursting of the Bubble? -- 15.6. Problems in Shorting Chinese Stocks -- 15.7. Conclusion -- References -- ch. 16 Introduction of Margin Trading and Short Selling in China's Securities Market: The Case of Disordered Warrant Prices / Sihai Fang -- 16.1. Introduction -- 16.2. The Disordered Warrant Price in China's Securities Market -- 16.3. Development of Margin Trading and Short Selling in China -- 16.4. Introduction and Interpretation of China's Key Rules on Margin Trading and Short Selling -- 16.5. Conclusion -- Acknowledgments -- References -- ch. 17 Impact of Short Selling on China Stock Prices / Michael C.S. Wong -- 17.1. Introduction -- 17.2. Literature Review -- 17.3. Methodology -- 17.4. Sample and Hypotheses -- 17.5. Empirical Findings -- 17.6. Conclusion -- References -- ch. 18 Short Selling the Real Estate Bubble in China / Kaiguo Zhou -- 18.1. Introduction -- 18.2. Is There a Bubble in China's Real Estate Market? -- 18.3. How to Short Sell the Real Estate Bubble -- 18.4. Conclusion -- References -- ch. 19 Impact of Macroeconomic Indicators on Short Selling: Evidence from the Tokyo Stock Exchange / Mehmet Orhan -- 19.1. Introduction -- 19.2. Data and Brief Overview of Japanese Macroeconomic Indicators -- 19.3. Data and Methodology -- 19.4. Conclusion -- Data Appendix -- References -- ch. 20 New Regulatory Developments for Short Selling in Asia: A Review / Frangois-Serge Lhabitant -- 20.1. Introduction -- 20.2. Typical Short Selling Constraints -- 20.3. Examples of a Few Asian Countries -- 20.4. Recent Developments in China -- 20.5. Conclusion -- References -- ch. 21 The Signaling of Short Selling Activity in Australia / Peter D. Mayall -- 21.1. Introduction -- 21.2. Literature Review -- 21.3. Data and Methodology -- 21.4. Findings -- 21.5. Conclusion -- References -- ch. 22 Sourcing Securities for Short Sales: The Proper Legal Characterization of Securities Loans / Paizi U. Ali -- 22.1. Introduction -- 22.2. Transactional Attributes of Securities Loans -- 22.3. Securities Loans and Short Sales -- 22.4. Securities Loans and Voting Rights -- 22.5. Legal Characterization of Securities Loans -- 22.6. Conclusion -- References -- Section 4 Emerging Markets -- ch. 23 Short Selling in Emerging Markets: A Comparison of Market Performance during the Global Financial Crisis / Dean Fantazzini -- 23.1. Introduction -- 23.2. Short Selling in Emerging Markets: Main Characteristics -- 23.3. Emerging Market Main Indicators -- 23.4. Conclusion -- References -- ch. 24 Short Selling and the Problem of Market Maturity in Latin America / Emmanuel Fragniere -- 24.1. Introduction -- 24.2. Review of National Regulatory Regimes in Latin America -- 24.3. Previous Studies on Short Selling in Latin America -- 24.4. The Practice of Short Selling in Latin America -- 24.5. Conclusion -- References -- ch. 25 Short Selling -- The Ambrosia or Kryptonite of Emerging Markets? / Maryam Meseha -- 25.1. Introduction -- 25.2. Emerging Market Benefits from Short Selling -- 25.3. Risk of Short Selling to an Emerging Market -- 25.4. Short Selling in BRIC Nations -- 25.5. Short Selling in Other Key Areas -- 25.6. Helpful Investor Mechanisms -- 25.7. Conclusion -- References -- ch. 26 Short Selling Consistency in South Africa / Abhay K. Singh -- 26.1. Introduction -- 26.2. Johannesburg Stock Exchange and Financial Markets Regulation -- 26.3. South African Markets prior to and during the Global Financial Crisis -- 26.4. South African Short Selling Rules -- 26.5. Conclusion -- Acknowledgment -- References.

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