Which shorts are informed?

Which shorts are informed?

We construct a long daily panel of short sales using proprietary NYSE order data. From 2000 to 2004, shorting accounts for more than 12.9% of NYSE volume, suggesting that shorting constraints are not widespread. As a group, these short sellers are well informed. Heavily shorted stocks underperform l...

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書目詳細資料
Main Authors:	BOEHMER, Ekkehart, JONES, Charles M., ZHANG, Xiaoyan
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2008
主題:	short selling return predictability informed trading Business Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/4660 https://ink.library.smu.edu.sg/context/lkcsb_research/article/5659/viewcontent/WhichShortsInformed_pp.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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