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Contents Listing

Foreword (Clifford S. Asness).
Preface.
About the Editor.
Contributing Authors.
Chapter 1. Introduction (Frank J. Fabozzi, et al.).
SECTION ONE: THE MECHANICS OF SHORT SELLING.
Chapter 2. Mechanics of the Equity Lending Market (Jeff Cohen, et al.).
Chapter 3. Shorting Using Futures and Options (Frank J. Fabozzi, et al.).
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 & Glen Larsen).
Chapter 9. The Information Content of Short Sales (Steven L. Jones & Glen Larsen).
SECTION THREE: SHORT SELLING STRATEGIES.
Chapter 10. Spotting Clues in Qs (Ron Gutfleish & Lee Atzil).
Chapter 11. The Economic Profit Approach to Short Selling (James A. Abate & James L. Grant).
Chapter 12. Long-Short Equity Portfolios (Bruce I. Jacobs & Kenneth N. Levy).
SECTION FOUR: SHORT SELLING AND MARKET EFFICIENCY.
Chapter 13. Short Sales in Global Perspective (Arturo Bris, et al.).
Chapter 14. Short Selling and Financial Puzzle (Edward M. Miller).
Index.