Search Results - subject:"short interest"

Do managers disclose or withhold bad news? : evidence from short interest

Bao, Dichu; Kim, Yongtae; Mian, G. Mujtaba; Su, Lixin Nancy - In: The accounting review : a publication of the American … 94 (2019) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10012029325

Predictive Power of Aggregate Short Interest

Yu, Eric Jinsan - Volkswirtschaftliche Fakultät, … - 2014

. Short interest, defined as the proportion of shares shorted to all outstanding shares for a given stock, represents the … collective expectations of short sellers. While the variation in short interest at the firm level may be dominated by firm …-specific expectations, the variation in an aggregate measure of short interest across a broad sample of stocks most likely reflects changing …

Persistent link: https://www.econbiz.de/10011110148

Skewness, short interest and the efficiency of stock prices

Blau, Benjamin; Whitby, Ryan J. - In: Applied economics 50 (2018) 20, pp. 2229-2242

Persistent link: https://www.econbiz.de/10011850123

Short interest as a signal to issue equity

Autore, Don M.; Hutton, Irena; Jiang, Danling; Outlaw, … - In: The journal of corporate finance : contracting, … 48 (2018), pp. 797-815

Persistent link: https://www.econbiz.de/10011806165

A synthesized model of short selling constraints and their impact on stock returns

Gutierrez, Jose; Johnson, Steve; Stretcher, Robert - In: Journal of economics and finance 42 (2018) 1, pp. 191-210

Persistent link: https://www.econbiz.de/10011978151

Hedge funds as international liquidity providers : evidence from convertible bond arbitrage in Canada

Gatev, Evan G.; Li, Mingxin - In: Financial markets and portfolio management 31 (2017) 2, pp. 117-136

Persistent link: https://www.econbiz.de/10011944607

Assessing the information content of short-selling metrics using daily disclosures

Comerton-Forde, Carole; Do, Binh; Gray, Philip K.; … - In: Journal of banking & finance 64 (2016), pp. 188-204

Persistent link: https://www.econbiz.de/10011634299

Short interest and aggregate stock returns

Rapach, David E.; Ringgenberg, Matthew C.; Zhou, Guofu - In: Journal of financial economics 121 (2016) 1, pp. 46-65

Persistent link: https://www.econbiz.de/10011590566

Price discovery in the CDS market : the informational role of equity short interest

Griffin, Paul A.; Hong, Hyun A.; Kim, Jeong-bon - In: Review of accounting studies 21 (2016) 4, pp. 1116-1148

Persistent link: https://www.econbiz.de/10011613051

Director networks and informed traders

Akbas, Ferhat; Meschke, Felix; Wintoki, M. Babajide - In: Journal of accounting & economics 62 (2016) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011558860