Short covering trades
Short sellers are known to have private information about security prices. Empirical evidence of short selling, however, is based on only half of short sellers’ trading activity; specifically, the opening of the position. Using disclosed large short position data from the Japanese stock market, we p...
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Main Authors: | BOEHMER, Ekkehart, DUONG, Truong X., HUSZAR, Zsuzsa R. |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2018
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5877 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6876/viewcontent/ShortCoveringTrades_2016_afv.pdf |
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Institution: | Singapore Management University |
Language: | English |
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