Purpose – The purpose of this paper is to investigate what is denoted as episodes of concentrated short‐selling activity, or consecutive days of abnormal short‐sale activity in a particular stock. The motivation to do so is two fold. First, US regulators and regulators in other countries...

Purpose – The purpose of this paper is to investigate what is denoted as episodes of concentrated short-selling activity, or consecutive days of abnormal short-sale activity in a particular stock. The motivation to do so is two fold. First, US regulators and regulators in other countries have...