SHORTING RESTRICTIONS, LIQUIDITY, AND RETURNS by, Charles M. Jones October 2003. Here is the link to this paper: <A HREF="http://www.columbia.edu/%7Ecj88/papers/shortliq.pdf" target="_blank">http://www.columbia.edu/%7Ecj88/papers/shortliq.pdf</A> <b>***ELIMINATE ALL FORMS OF SHORTING***</b>