@techreport{NBERw10659,
 title = "Go Down Fighting: Short Sellers vs. Firms",
 author = "Owen Lamont",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "10659",
 year = "2004",
 month = "July",
 URL = "http://www.nber.org/papers/w10659",
 abstract = {I study battles between short sellers and firms. Firms use a variety of methods to impede short selling, including legal threats, investigations, lawsuits, and various technical actions intended to create a short squeeze. These actions create short sale constraints. Consistent with the hypothesis that short sale constraints allow stocks to be overpriced, firms taking anti-shorting actions have in the subsequent year very low abnormal returns of about -2 percent per month.},
}