A Long and a Short Leg Make For a Wobbly Equilibrium
收藏NBER2021-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w28824
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资源简介:
We document the historically bad performance of shorting strategies in late 2020 and early 2021. Short sellers started retreating several weeks before the dramatic growth in the online discussion of January 2021 and across numerous stocks, the majority of which were not heavily discussed online and
本研究记录了2020年末至2021年初做空策略(shorting strategies)的历史性极差表现。卖空者(short sellers)早在2021年1月线上讨论量激增的数周前便开始撤离,且该讨论覆盖了众多个股,其中多数并未在网络上受到广泛关注,
提供机构:
美国国家经济研究局
创建时间:
2021-05-01



