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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Main Authors: | JIAO, Yawen, MASSA, Massimo, ZHANG, Hong |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2016
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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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