A Close Look at Short Selling on Nasdaq
作者： James J. Angel , Stephen E. Christophe , Michael G. Ferri
关键词:
摘要: We examine the frequency of short selling in stocks listed Nasdaq market. Using previously unavailable transaction data, we can report several findings: (1) overall, 1 every 42 trades involves a sale; (2) is more common among with high returns than weaker performance; (3) actively traded experience sales limited trading volume; (4) varies directly share price volatility; (5) does not appear to be systematically different on various days week; and (6) precede unusually low returns.
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