The DOI matches its Crossref record; 30 of the 30 references it cites were found in a registry or an index.
Limited arbitrage and short sales restrictions: evidence from the options markets
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Citations
Cites
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Theory of Rational Option Pricing
Merton, R. C. (2019) · World Scientific Reference on Contingent Claims Analysis in Corporate Finance · doi:10.1142/9789814759588_0002 · Cited by 7,948
Theory of rational option pricing
Merton, R. C. (2005) · Theory of Valuation · doi:10.1142/9789812701022_0008 · Cited by 7,161
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
Miller, E. M. (1977) · The Journal of Finance · doi:10.1111/j.1540-6261.1977.tb03317.x · Cited by 3,701
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
Harrison, J. M., & Kreps, D. M. (1978) · The Quarterly Journal of Economics · doi:10.2307/1884166 · Cited by 1,556
Chapter 18 A survey of behavioral finance
Barberis, N., & Thaler, R. (2003) · Handbook of the Economics of Finance · doi:10.1016/s1574-0102(03)01027-6 · Cited by 1,441
Differences of Opinion, Short-Sales Constraints, and Market Crashes
Hong, H., & Stein, J. C. (2003) · Review of Financial Studies · doi:10.1093/rfs/hhg006 · Cited by 1,352
A Survey of Behavioral Finance
(2015) · The Lottery Mindset: Investors, Gambling and the Stock Market · doi:10.1057/9781137381736.0006 · Cited by 1,220
The market for borrowing stock
D’Avolio, G. (2002) · Journal of Financial Economics · doi:10.1016/s0304-405x(02)00206-4 · Cited by 1,159
Breadth of ownership and stock returns
Chen, J., Hong, H., & Stein, J. C. (2002) · Journal of Financial Economics · doi:10.1016/s0304-405x(02)00223-4 · Cited by 1,136
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
STAMBAUGH, R. F., YU, J., & YUAN, Y. (2015) · The Journal of Finance · doi:10.1111/jofi.12286 · Cited by 940
Amihud, Y., Mendelson, H., & Pedersen, L. H. (2005) · Foundations and Trends® in Finance · doi:10.1561/0500000003 · Cited by 820
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
Xing, Y., Zhang, X., & Zhao, R. (2010) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109010000220 · Cited by 710
Cross-section of option returns and volatility☆
Goyal, A., & Saretto, A. (2009) · Journal of Financial Economics · doi:10.1016/j.jfineco.2009.01.001 · Cited by 417
Metadata
- Authors
- Ofek, E., Richardson, M., & Whitelaw, R. F.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2004-11
- Volume
- 74
- Issue
- 2
- Pages
- 305-342
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3121362994
- Cited by
- 435
- References
- 30
- FWCI
- 24.38
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Limited arbitrage and short sales restrictions: evidence from the options markets. https://app.cochat.ai/papers/10.1016/j.jfineco.2003.05.008
- The paper
- Ofek, E., Richardson, M., & Whitelaw, R. F. (2004). Limited arbitrage and short sales restrictions: evidence from the options markets. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2003.05.008
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.