Management executive share schemes are rife in the US. Some are beginning to question who management teams actually work for. Themselves or shareholders. As there's plenty of jiggery-pokery as to how remuneration based share issuance is accounted for through the published accounts. With CEO's announcing buy backs yet the issued share capital doesn't really change is increasing. Resulting in shareholders being diluted. Classic case of smoke and mirrors with CFO's at the helm.

Far less rigid corporate governance and company law in this regard in the US than the UK.

Sure. And no, you're grasping at straws. Rookie's basically on the money with this.

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what happens to the price of a spread bet if you have gone short a 5% dividend payer and you are short over the ex-dividend date? I am not 100% sure of the answer but I think the spreadbet then needs to 'manufacture' a dividend and so those who are long risk over the divided date receive cash and those short over dividend date are debited some cash - IF this does not happen I'd love to know why as it would seem there is an interesting dividend arbitrage here. Oh wait - I remember now - when we used to own equity positions in our fund we owned them via total return swaps - this meant we could avoid the UK tax treatment on the cash flows around dividend payment date (I think that's right - it has been along time). As total return swap - similar to a CFD - is not the same as a spread bet but again I am pretty sure that the economics of holding risk this way has to signifanctly match that of the underlying

if you are short via a spread bet and the listed shares fall 20% will the spread bet fall 20% or will the price do its own thing regardless of what the listed shares do?

From what I understand (and bearing in mind I am an idiot who doesnt understand how markets work) the intention behind a spread bet is to as far as possible match the economic outcomes of being long / short the actual underlying shares. The spread bet will need to take account of cost of funding, financing, dividend flows, rights issues, consolidations etc.

Further - I know there is a difference between a contract for difference (CFD - AKA equity swap) and a spread bet in terms of tax treatment versus a position in a listed equity.

So going 'short' via a spread bet is not the same as going short the equity - but it SHOULD roughly correspond / match the economics of shorting the underlying after taking account of the spread bet costs (bit/offer, financing etc). with a bet you only need to 'fund' the margin - you dont have to put up the full cost of the risk - but the spread bet firm will account for this in their charges etc they debit you for holing the positions.

The Adani case put the final nail in their coffin
HIndenberg were targetting big players which is a smart prison yard tactic as depicted in movies
However, some of those entities have deep pockets, a fan base, and powerful allies and contacts which runs beyond mere investors is an element Hindenburg overlooked.
Inevitably this is likely to lead to a situation where such entities can fight longer than you can breathe.
If you play dirty - expect your opponent to do the same.