Daily Short Interest, Idiosyncratic Risk, and Stock Returns

2007 ◽  
Author(s):  
John A. Doukas ◽  
Andrea S. Au ◽  
Zhan M. Onayev
Keyword(s):  
Stock Returns ◽  
Idiosyncratic Risk ◽  
Short Interest

Daily short interest, idiosyncratic risk, and stock returns

2009 ◽  
Vol 12 (2) ◽  
pp. 290-316 ◽  
Author(s):  
Andrea S. Au ◽  
John A. Doukas ◽  
Zhan Onayev
Keyword(s):  
Stock Returns ◽  
Idiosyncratic Risk ◽  
Short Interest

Daily Short Interest, Idiosyncratic Risk, and Stock Returns

2007 ◽  
Author(s):  
Andrea S. Au ◽  
John A. Doukas ◽  
Zhan M. Onayev
Keyword(s):  
Stock Returns ◽  
Idiosyncratic Risk ◽  
Short Interest

Short Interest, Institutional Ownership, and Stock Returns

CFA Digest ◽  
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 ◽  
2016 ◽  
Vol 46 (12) ◽  
Author(s):  
Nitin Joshi
Keyword(s):  
Stock Returns ◽  
Short Interest

Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

CFA Digest ◽  
2009 ◽  
Vol 39 (3) ◽  
pp. 75-77
Author(s):  
Chirag B. Patel
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
Expected Stock Returns ◽  
The Cross

Why Do Short Interest Levels Predict Stock Returns?

2007 ◽  
Author(s):  
Ekkehart Boehmer ◽  
Bilal Erturk ◽  
Sorin M. Sorescu
Keyword(s):  
Stock Returns ◽  
Short Interest ◽  
Interest Levels

scholarly journals Idiosyncratic Risk, Stock Returns and Investor Sentiment

2018 ◽  
Vol 8 (7) ◽  
pp. 914-924
Author(s):  
Tsung-Yu Hsieh ◽  
Huai-I Lee ◽  
Ying-Ru Tsai
Keyword(s):  
Stock Returns ◽  
Investor Sentiment ◽  
Idiosyncratic Risk

Short interest, stock returns and credit ratings

2019 ◽  
Vol 108 ◽  
pp. 105617
Author(s):  
Xu Guo ◽  
Chunchi Wu
Keyword(s):  
Stock Returns ◽  
Credit Ratings ◽  
Short Interest
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