Short-Sale Strategies and Return Predictability
作者： Karl B. Diether , Kuan-Hui Lee , Ingrid M. Werner
DOI: 10.1093/RFS/HHN047
关键词: Trading strategy 、 Market liquidity 、 Stock (geology) 、 Monetary economics 、 Naked short selling 、 Short interest ratio 、 Predictability 、 Financial economics 、 Economics
摘要: We examine short selling in US stocks based on new SEC-mandated data for 2005. There is a tremendous amount of short selling in our sample: short sales represent 24% of NYSE …
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jstor.org 参考文章(68)
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