Are shorts equally informed? A global perspective

Are shorts equally informed? A global perspective

Short selling predicts future stock returns globally. We use 11 short-sale measures to examine the informativeness of short sales in 38 countries for the July 2006 to December 2014 period. We find that different short-sale measures display different return predictability. The days-to-cover ratio and...

Full description

Saved in:
Bibliographic Details
Main Authors: BOEHMER, Ekkehart, HUSZAR, Zsuzsa R., WANG, Yanchu, WANG, Xiaoyan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
Short selling
Short-sale Regulations
Market Development
Short-sale Ban
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5338
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6337/viewcontent/SSRN_id2668357.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/5338
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6337/viewcontent/SSRN_id2668357.pdf

Similar Items