Frank J. Fabozzi 
Short Selling [PDF ebook] 
Strategies, Risks, and Rewards

Foreword (Clifford S. Asness).
Preface.
About the Editor.
Contributing Authors.
CHAPTER 1: Introduction (Frank J. Fabozzi, Steven L. Jones, and
Glen Larsen).
SECTION ONE: The Mechanics of Short Selling.
CHAPTER 2: Mechanics of the Equity Lending Market (Jeff Cohen,
David Haushalter, and Adam V. Reed).
CHAPTER 3: Shorting Using Futures and Options (Frank J.
Fabozzi).
CHAPTER 4: Is Selling ETFs Short a Financial ‘Extreme
Sport’? (Gary L. Gastineau).
SECTION TWO: Theory and Evidence on Short Selling.
CHAPTER 5: Restrictions on Short Selling and Exploitable
Opportunities for Investors (Edward M. Miller).
CHAPTER 6: Implications of Short Selling and Divergence of
Opinion for Investment Strategy (Edward M. Miller).
CHAPTER 7: Short Sale Constraints and Overpricing (Owen A.
Lamont).
CHAPTER 8: How Short Selling Expands the Investment Opportunity
Set and Improves Upon Potential Portfolio Efficiency (Steven L.
Jones and Glen Larsen).
CHAPTER 9: The Information Content of Short Sales (Steven L.
Jones and Glen Larsen).
SECTION THREE: Short Selling Strategies.
CHAPTER 10: Spotting Clues in Qs (Ron Gutfleish and Lee
Atzil).
CHAPTER 11: The Economic Profit Approach to Short Selling (James
A. Abate and James L. Grant).
CHAPTER 12: Long-Short Equity Portfolios (Bruce I. Jacobs and
Kenneth N. Levy).
SECTION FOUR: Short Selling and Market Efficiency.
CHAPTER 13: Short Sales in Global Perspective (Arturo Bris,
William N. Goetzmann, and Ning Zhu).
CHAPTER 14: Short Selling and Financial Puzzles (Edward M.
Miller).
INDEX.

FRANK J. FABOZZI, Ph D, CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University’s School of Management and Editor of the Journal of Portfolio Management. Frank is a Chartered Financial Analyst and Certified Public Accountant who has authored and edited many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University.