Autocorrelation in daily short-sale volume
Year of publication: |
2014
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Authors: | Blau, Benjamin ; Smith, Jason M. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 1, p. 31-41
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Subject: | Short Selling | Autocorrelation | Informed Trading | Autokorrelation | Leerverkauf | Short selling | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price |
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