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High
short
interest
effect and aggregate volatility risk
Barinov, Alexander
;
Wu, Juan
- In:
Journal of Financial Markets
21
(
2014
)
C
,
pp. 98-122
We propose a risk-based firm-type explanation on why stocks of firms with high relative
short
interest
(RSI) have lower …
Persistent link: https://www.econbiz.de/10011116721
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