The DOI matches its Crossref record; 39 of the 39 references it cites were found in a registry or an index.
How are shorts informed?
Overview
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Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
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Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
Risk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
Continuous Auctions and Insider Trading
Kyle, A. S. (1985) · Econometrica · doi:10.2307/1913210 · Cited by 9,580
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
Glosten, L. R., & Milgrom, P. R. (1985) · Journal of Financial Economics · doi:10.1016/0304-405x(85)90044-3 · Cited by 6,115
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
LOUGHRAN, T., & MCDONALD, B. (2011) · The Journal of Finance · doi:10.1111/j.1540-6261.2010.01625.x · Cited by 6,015
Giving content to investor sentiment: The role of media in the stock market
TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827
A Theory of Intraday Patterns: Volume and Price Variability
Admati, A. R., & Pfleiderer, P. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.3 · Cited by 3,119
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
DANIEL, K., GRINBLATT, M., TITMAN, S., & WERMERS, R. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb02724.x · Cited by 2,778
Cited by
The Effects of Twitter Sentiment on Stock Price Returns
Ranco, G., Aleksovski, D., Caldarelli, G., Grčar, M., & Mozetič, I. (2015) · PLoS ONE · doi:10.1371/journal.pone.0138441 · Cited by 395
The Media and Mispricing: The Role of the Business Press in the Pricing of Accounting Information
Drake, M. S., Guest, N. M., & Twedt, B. J. (2014) · The Accounting Review · doi:10.2308/accr-50757 · Cited by 365
On the impact of publicly available news and information transfer to financial markets
Jazbec, M., Pàsztor, B., Faltings, F., Antulov-Fantulin, N., & Kolm, P. N. (2021) · Royal Society Open Science · doi:10.1098/rsos.202321 · Cited by 3
Metadata
- Authors
- Engelberg, J. E., Reed, A. V., & Ringgenberg, M. C.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2012-08
- Volume
- 105
- Issue
- 2
- Pages
- 260-278
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2006195873
- Cited by
- 666
- References
- 39
- FWCI
- 50.94
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: How are shorts informed? https://app.cochat.ai/papers/10.1016/j.jfineco.2012.03.001
- The paper
- Engelberg, J. E., Reed, A. V., & Ringgenberg, M. C. (2012). How are shorts informed? Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2012.03.001
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.
