Short selling and economic policy uncertainty
We study the trading behavior of short sellers in the presence of economic policy uncertainty (EPU). Daily short selling activity at either the aggregate level or the individual stock level is increasing in the EPU index (Baker, Bloom and Davis, 2016). EPU has great explanatory power for short tradi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5233 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6232/viewcontent/SSRN_id2948291.pdf |
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| Institution: | Singapore Management University |
| Language: | English |