Shorting activity and stock return predictability : evidence from a mandatory disclosure shock
Year of publication: |
2022
|
---|---|
Authors: | Griffin, Paul A. ; Hong, Hyun A. ; Kalcheva, Ivalina ; Kim, Jeong-bon |
Subject: | equity lending market | IFRS | mandatory disclosure shock | shorting activity | stock return predictability | Kapitaleinkommen | Capital income | Schock | Shock | Unternehmenspublizität | Corporate disclosure | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | Leerverkauf | Short selling | Aktienmarkt | Stock market | Prognose | Forecast |
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