Short selling meets hedge fund 13F: An anatomy of informed demand

Short selling meets hedge fund 13F: An anatomy of informed demand

The existing literature treats the short side (i.e., short selling) and the long side of hedge fund trading (i.e., fund holdings) independently. The two sides, however, complement each other: opposite changes in the two are likely to be driven by information, whereas simultaneous increases (decrease...

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Bibliographic Details
Main Authors: JIAO, Yawen, MASSA, Massimo, ZHANG, Hong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Short selling
Hedge funds
13F
Informed demand
Hedging
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/7053
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8052/viewcontent/1_s2.0_S0304405X16301520_main.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/7053
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8052/viewcontent/1_s2.0_S0304405X16301520_main.pdf

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