Why Do Short Interest Levels Predict Stock Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.1019309 ◽

2007 ◽

Cited By ~ 1

Author(s):

Ekkehart Boehmer ◽

Bilal Erturk ◽

Sorin M. Sorescu

Keyword(s):

Stock Returns ◽

Short Interest ◽

Interest Levels

Why Do Short Interest Levels Predict Stock Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.1104850 ◽

2008 ◽

Cited By ~ 10

Author(s):

Ferhat Akbas ◽

Ekkehart Boehmer ◽

Bilal Erturk ◽

Sorin M. Sorescu

Keyword(s):

Stock Returns ◽

Short Interest ◽

Interest Levels

Short Interest, Institutional Ownership, and Stock Returns

CFA Digest ◽

10.2469/dig.v36.n2.4132 ◽

2006 ◽

Vol 36 (2) ◽

pp. 100-101

Author(s):

Stephen M. Horan

Keyword(s):

Stock Returns ◽

Institutional Ownership ◽

Short Interest

Short Interest and Aggregate Stock Returns

CFA Digest ◽

10.2469/dig.v46.n12.6 ◽

2016 ◽

Vol 46 (12) ◽

Author(s):

Nitin Joshi

Keyword(s):

Stock Returns ◽

Short Interest

Short interest, stock returns and credit ratings

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2019.105617 ◽

2019 ◽

Vol 108 ◽

pp. 105617

Author(s):

Xu Guo ◽

Chunchi Wu

Keyword(s):

Stock Returns ◽

Credit Ratings ◽

Short Interest

Daily short interest, idiosyncratic risk, and stock returns

Journal of Financial Markets ◽

10.1016/j.finmar.2008.09.001 ◽

2009 ◽

Vol 12 (2) ◽

pp. 290-316 ◽

Cited By ~ 29

Author(s):

Andrea S. Au ◽

John A. Doukas ◽

Zhan Onayev

Keyword(s):

Stock Returns ◽

Idiosyncratic Risk ◽

Short Interest

Short interest and aggregate stock returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2016.03.004 ◽

2016 ◽

Vol 121 (1) ◽

pp. 46-65 ◽

Cited By ~ 150

Author(s):

David E. Rapach ◽

Matthew C. Ringgenberg ◽

Guofu Zhou

Keyword(s):

Stock Returns ◽

Short Interest

Short Interest, Macroeconomic Variables and Aggregate Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3384620 ◽

2019 ◽

Author(s):

Richard Priestley

Keyword(s):

Stock Returns ◽

Macroeconomic Variables ◽

Short Interest

Short Interest, Institutional Ownership, and Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.525623 ◽

2004 ◽

Cited By ~ 3

Author(s):

Paul Asquith ◽

Parag Pathak ◽

Jay R. Ritter

Keyword(s):

Stock Returns ◽

Institutional Ownership ◽

Short Interest

Daily Short Interest, Idiosyncratic Risk, and Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1070932 ◽

2007 ◽

Author(s):

John A. Doukas ◽

Andrea S. Au ◽

Zhan M. Onayev

Keyword(s):

Stock Returns ◽

Idiosyncratic Risk ◽

Short Interest

Short interest, institutional ownership, and stock returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2005.01.001 ◽

2005 ◽

Vol 78 (2) ◽

pp. 243-276 ◽

Cited By ~ 536

Author(s):

Paul Asquith ◽

Parag A. Pathak ◽

Jay R. Ritter

Keyword(s):

Stock Returns ◽

Institutional Ownership ◽

Short Interest