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Handbook of Short Selling by Greg N. Gregoriou

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Index
Page numbers in italics indicate figures, tables and footnotes
A
ABACUS
structuring and marketing, securities fraud in
71–78
transaction, structuring
68
ABACUS 2007-AC1
16, 34, 34, 67, 70
Abnormal return (AR)
271–272, 274–275, 277
Abnormal short selling
569, 573, 574
Abnormal trading volume
569
Account limits
261–262
Active fund
455
Active return
445
Advocates
49–53
Affine term structure models
509–?511
definition
510
evidence on
512–513
Agent-based modeling
501, 503–504
Aggregate consumption growth
513
Aggregate short interest (ASIR)
555
Aggregate short selling
data and methodology
554–556
empirical results
556–562, 557–561
Alpha transportation ...

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