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...
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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/5338 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6337/viewcontent/SSRN_id2668357.pdf |
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| Institution: | Singapore Management University |
| Language: | English |