PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns
Short selling arguably is one of the most controversial issues in stock market, and is often blamed for stock market crash. There are negative preconceptions among media and market regulators regarding short selling. Short interest data is not publicly available in most stock markets around the wo...
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iium-284802013-02-13T13:28:17Z http://irep.iium.edu.my/28480/ PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns Mohamad, Azhar HG4001 Financial management. Business finance. Corporation finance. HG4501 Stocks, investment, speculation Short selling arguably is one of the most controversial issues in stock market, and is often blamed for stock market crash. There are negative preconceptions among media and market regulators regarding short selling. Short interest data is not publicly available in most stock markets around the world. Besides the United States of America, Hong Kong is the only jurisdiction that makes short interest data available to investing public. While most studies on short interest and stock returns have focused on the US stock markets, there are very few studies done on the Hong Kong stock market. So the main motivations of this paper are: a) To investigate the relationship between short interest and stock returns in Hong Kong stock market b) To examine whether stock abnormal returns increase in the level of short interest c) To examine the relationship between level short interest and fundamental-to-price ratios and institutional ownership of shorted stocks 2010-03-29 Conference or Workshop Item NonPeerReviewed application/pdf en http://irep.iium.edu.my/28480/4/PhD_Proposal_Cardiff_2010.pdf application/pdf en http://irep.iium.edu.my/28480/3/BAA_2010_DC_delegate_information.pdf application/pdf en http://irep.iium.edu.my/28480/2/BAA_2010_DC_acceptance_email.pdf Mohamad, Azhar (2010) PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns. In: BAA 2010 Doctoral Colloquium, 29-30 March 2010, Cardiff City, UK. (Unpublished) http://bafa.group.shef.ac.uk/bafa-events/bafa-annual-conference.html |
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International Islamic University Malaysia |
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HG4001 Financial management. Business finance. Corporation finance. HG4501 Stocks, investment, speculation |
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HG4001 Financial management. Business finance. Corporation finance. HG4501 Stocks, investment, speculation Mohamad, Azhar PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns |
description |
Short selling arguably is one of the most controversial issues in stock market, and is often blamed for stock market crash. There are negative preconceptions among media and market regulators regarding short selling. Short interest data is not publicly available in most stock markets around the world. Besides the United States of America, Hong Kong is the only jurisdiction that makes short interest data available to investing public. While most studies on short interest and stock returns have focused on the US stock markets, there are very few studies done on the Hong Kong stock market. So the main motivations of this paper are:
a) To investigate the relationship between short interest and stock returns in Hong Kong stock market
b) To examine whether stock abnormal returns increase in the level of short interest
c) To examine the relationship between level short interest and fundamental-to-price ratios and institutional ownership of shorted stocks
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format |
Conference or Workshop Item |
author |
Mohamad, Azhar |
author_facet |
Mohamad, Azhar |
author_sort |
Mohamad, Azhar |
title |
PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns |
title_short |
PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns |
title_full |
PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns |
title_fullStr |
PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns |
title_full_unstemmed |
PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns |
title_sort |
phd proposal (baa doctoral colloquium cardiff 2010): short selling and stock returns |
publishDate |
2010 |
url |
http://irep.iium.edu.my/28480/ http://irep.iium.edu.my/28480/ http://irep.iium.edu.my/28480/4/PhD_Proposal_Cardiff_2010.pdf http://irep.iium.edu.my/28480/3/BAA_2010_DC_delegate_information.pdf http://irep.iium.edu.my/28480/2/BAA_2010_DC_acceptance_email.pdf |
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2023-09-18T20:42:00Z |
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2023-09-18T20:42:00Z |
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