Do short sellers front-run insider sales?

We study the behavior of short sellers as informed market participants and examine potential sources of their information. Using a newly available dataset with high-frequency short sales data, we find evidence of significant increases in short sales immediately prior to large insider sales, but not...

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Bibliographic Details
Main Authors: KHAN, Mozaffar, Hai LU
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Online Access:https://ink.library.smu.edu.sg/soa_research/1574
https://ink.library.smu.edu.sg/context/soa_research/article/2601/viewcontent/SSRN_id2226710.pdf
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Institution: Singapore Management University
Language: English