---
title: Does short seller informativeness extend to trading halts?
url: https://www.ml-quant.com/papers/ssrn/4709469/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4709469
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709469
featured: 2024-01-30
citations: 1
topic: Trading, Microstructure & Execution
---


# Does short seller informativeness extend to trading halts?

The research looks into short selling activity during trading halts, discovering that short sellers significantly alter their behavior during these times, enhancing the understanding of the impact of short sales and trading halts.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709469
- Identifier: SSRN 4709469
- Released: 2024-01-28
- First featured: Quant Letter No. 35 (2024-01-30): https://www.ml-quant.com/issues/2024-01-30/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Trading, Microstructure & Execution

## Related

- [FAST: Efficient Action Tokenization for Vision-Language-Action Models](https://www.ml-quant.com/papers/arxiv/2501.09747/): A new tokenization scheme, Frequency-space Action Sequence Tokenization (FAST), has been proposed for robot actions, facilitating the training of vision-language action policies for complex and high-frequency tasks.
- [Deep Reinforcement Learning for Active High Frequency Trading](https://www.ml-quant.com/papers/arxiv/2101.07107/): A new Deep Reinforcement Learning framework has been developed for high frequency stock trading, showing potential for profitable long-term strategies.
- [Unmasking An Unseen Influence: Uninformed Retail Investors and Their Capital Market Effects](https://www.ml-quant.com/papers/ssrn/4705049/): Uninformed trading, especially by less knowledgeable retail investors, negatively affects market liquidity and increases capital costs for smaller firms.
- [Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market](https://www.ml-quant.com/papers/arxiv/2401.10722/): The study analyzes the characteristics of German bond futures, identifying common and unique features across different futures and introducing metrics for evaluating market simulators.
- [Information and Arbitrage: Applications of Quantum Groups in Mathematical Finance](https://www.ml-quant.com/papers/arxiv/1711.07279/): The paper discusses the concept of quantum economics, differentiating it from classical economics, and suggests the potential use of noncommutativity in pricing derivative securities.
- [Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts](https://www.ml-quant.com/papers/arxiv/2402.03953/): The study analyzes trader behavior on perpetual future contracts in both centralized and decentralized exchanges, focusing on the impact of blockchain technology and the potential risks and benefits in the DeFi sector.