Short Interest and Stock Returns
收藏NBER2004-04-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w10434
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资源简介:
Using a longer time period and both NYSE-Amex and Nasdaq stocks, this paper examines short interest and stock returns in more detail than any previous study and finds that many documented patterns are not robust. While equally weighted high short interest portfolios generally underperform, value
提供机构:
美国国家经济研究局
创建时间:
2004-04-01



