Short interest and stock returns: evidence from the UK (Gregynog 2011).
This paper examines the information content of short interest by examining whether firms that experience significant increase in short interest subsequently experience negative returns. Using the UK daily short interest data from the period of September 2003 to April 2010, we find a significant nega...
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| Format: | Conference or Workshop Item |
| Language: | English English English |
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2011
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| Online Access: | http://irep.iium.edu.my/28478/ http://irep.iium.edu.my/28478/4/Short_Interest_and_Stock_Returns_%28Gregynog_2011%29.pdf http://irep.iium.edu.my/28478/2/Gregynog_2011_programme.pdf http://irep.iium.edu.my/28478/3/Gregynog_2011_Participants_final.pdf |