Days to Cover and Stock Returns
收藏NBER2015-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21166
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资源简介：
The short ratio - shares shorted to shares outstanding - is an oft-used measure of arbitrageurs opinion about a stocks over-valuation. We show that days-to-cover (DTC), which divides a stocks short ratio by its average daily share turnover, is a more theoretically well-motivated measure because
提供机构：
美国国家经济研究局
创建时间：
2015-05-01
