Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)
This paper, following Diamond and Verrecchia (1987) and Senchack and Starks (1993) questions whether significant negative stock returns follow increases in short interest using a more recent and comprehensive dataset from the UK. In addition, the paper also questions whether increasing levels of sho...
| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English English English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/28477/ http://irep.iium.edu.my/28477/ http://irep.iium.edu.my/28477/4/Increase_in_Short_Interest_and_Predictability_in_Stock_Returns_%28Infiniti_2011%29.pdf http://irep.iium.edu.my/28477/2/Infiniti_2011_Acceptance_Email.pdf http://irep.iium.edu.my/28477/3/INFINITI_2011_Programme_Schedule.pdf |
Internet
http://irep.iium.edu.my/28477/http://irep.iium.edu.my/28477/
http://irep.iium.edu.my/28477/4/Increase_in_Short_Interest_and_Predictability_in_Stock_Returns_%28Infiniti_2011%29.pdf
http://irep.iium.edu.my/28477/2/Infiniti_2011_Acceptance_Email.pdf
http://irep.iium.edu.my/28477/3/INFINITI_2011_Programme_Schedule.pdf