Short Interest and Aggregate Stock Returns

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

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

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

Short interest and aggregate stock returns

2016 ◽  
Vol 121 (1) ◽  
pp. 46-65 ◽  
Author(s):  
David E. Rapach ◽  
Matthew C. Ringgenberg ◽  
Guofu Zhou
Keyword(s):  
Stock Returns ◽  
Short Interest

Why Do Short Interest Levels Predict Stock Returns?

2008 ◽  
Author(s):  
Ferhat Akbas ◽  
Ekkehart Boehmer ◽  
Bilal Erturk ◽  
Sorin M. Sorescu
Keyword(s):  
Stock Returns ◽  
Short Interest ◽  
Interest Levels

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

Short interest, institutional ownership, and stock returns

2005 ◽  
Vol 78 (2) ◽  
pp. 243-276 ◽  
Author(s):  
Paul Asquith ◽  
Parag A. Pathak ◽  
Jay R. Ritter
Keyword(s):  
Stock Returns ◽  
Institutional Ownership ◽  
Short Interest
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