Short interest and aggregate stock returns
David E. Rapach, Matthew C. Ringgenberg, Guofu Zhou
| Year of publication: |
July 2016
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|---|---|
| Authors: | Rapach, David E. ; Ringgenberg, Matthew C. ; Zhou, Guofu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 121.2016, 1, p. 46-65
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| Subject: | Equity risk premium | Predictive regression | Short interest | Cash flow channel | Informed traders | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Cash Flow | Cash flow | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Kapitalmarktrendite | Capital market returns | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2016.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011590566