Volatility, liquidity, short-selling, finance, stock returns,

Patel, Harihar Virendra (2020) The predictive nature of short interest on market returns and the effect of short selling on volatility, liquidity and price discovery with some international evidence. PhD thesis, University of Greenwich.

short selling, financial crisis, portfolio

Patel, Harihar and Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X (2020) The effect of short selling bans on UK stocks in relation to market metrics of volatility, liquidity, and price discovery. [Working Paper] (Unpublished)

short selling, short interest, portfolio strategy, arbitrage

Patel, Harihar and Guidi, Francesco ORCID: https://orcid.org/0000-0002-2682-189X (2025) Short sale and stock returns: the case of market efficiency and arbitrage in Nasdaq and NYSE listed companies. [Working Paper]