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The trend in short selling and the cross section of stock returns

Zhu, Zhaobo; Duan, Xinrui; Tu, Jun - In: Annals of economics and finance 20 (2019) 2, pp. 565-586

Persistent link: https://www.econbiz.de/10012175619

Short-sales constraints and market quality : evidence from the 2008 short-sales bans

Frino, Alex; Lecce, Steven; Lepone, Andrew - In: International review of financial analysis 20 (2011) 4, pp. 225-236

Persistent link: https://www.econbiz.de/10009295682

Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy

Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013286466

Short-selling with a short wait : trade- and account-level analyses in Korean stock market

Lee, Kuan-hui; Wang, Shu Feng - In: Pacific-Basin finance journal 38 (2016), pp. 209-222

Persistent link: https://www.econbiz.de/10011669111

Short-covering bubbles

Guimarães, Bernardo; Pannella, Pierluca - In: Journal of economic theory : JET 219 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015070970

Short selling and exchange-traded funds returns : evidence from the London Stock Exchange

Azhar Mohamad; Jaafar, Aziz; Goddard, John A. - In: Applied economics 48 (2016) 1/3, pp. 152-164

Persistent link: https://www.econbiz.de/10011412616

Smart Retail Traders, Short Sellers, and Stock Returns

Boehmer, Ekkehart; Song, Wanshan - 2021

Using short sell transactions data from 2010 to 2016, this paper is the first to provide a comprehensive sample of short selling initiated by retail investors. We find that retail short selling can predict negative stock returns. A trading strategy that mimics weekly retail shorting earns an...

Persistent link: https://www.econbiz.de/10013250680

Smart Retail Traders, Short Sellers, and Stock Returns

Boehmer, Ekkehart; Song, Wanshan - 2020

Persistent link: https://www.econbiz.de/10014352087

Supply and demand shifts in the shorting market

Cohen, Lauren; Diether, Karl B.; Mallov, Christopher J. - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2061-2069

Persistent link: https://www.econbiz.de/10003550014

Essays in financial economics

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

A service of the

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