Short Selling: Strategies, Risks, and RewardsISBN: 978-0-471-66020-0
Hardcover
432 pages
October 2004
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Preface.
About the Editor.
Contributing Authors.
CHAPTER 1: Introduction (Frank J. Fabozzi, Steven L. Jones, and Glen Larsen).
SECTION ONE: The Mechanics of Short Selling.
CHAPTER 2: Mechanics of the Equity Lending Market (Jeff Cohen, David Haushalter, and Adam V. Reed).
CHAPTER 3: Shorting Using Futures and Options (Frank J. Fabozzi).
CHAPTER 4: Is Selling ETFs Short a Financial “Extreme Sport”? (Gary L. Gastineau).
SECTION TWO: Theory and Evidence on Short Selling.
CHAPTER 5: Restrictions on Short Selling and Exploitable Opportunities for Investors (Edward M. Miller).
CHAPTER 6: Implications of Short Selling and Divergence of Opinion for Investment Strategy (Edward M. Miller).
CHAPTER 7: Short Sale Constraints and Overpricing (Owen A. Lamont).
CHAPTER 8: How Short Selling Expands the Investment Opportunity Set and Improves Upon Potential Portfolio Efficiency (Steven L. Jones and Glen Larsen).
CHAPTER 9: The Information Content of Short Sales (Steven L. Jones and Glen Larsen).
SECTION THREE: Short Selling Strategies.
CHAPTER 10: Spotting Clues in Qs (Ron Gutfleish and Lee Atzil).
CHAPTER 11: The Economic Profit Approach to Short Selling (James A. Abate and James L. Grant).
CHAPTER 12: Long-Short Equity Portfolios (Bruce I. Jacobs and Kenneth N. Levy).
SECTION FOUR: Short Selling and Market Efficiency.
CHAPTER 13: Short Sales in Global Perspective (Arturo Bris, William N. Goetzmann, and Ning Zhu).
CHAPTER 14: Short Selling and Financial Puzzles (Edward M. Miller).
INDEX.