Short selling and stock returns: evidence from the UK
This paper examines the information content of short interest by investigating whether firms that experience significant daily increases in short interest subsequently experience negative abnormal returns. Using UK daily short interest data for the period September 2003 to April 2010, we find a si...
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Main Authors: | , , , |
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Format: | Conference or Workshop Item |
Language: | English English English English English English English |
Published: |
2011
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Online Access: | http://irep.iium.edu.my/28465/1/ASBES_Kuching_2011_Short_Selling_Stock_Returns.pdf http://irep.iium.edu.my/28465/2/Asbes.pdf http://irep.iium.edu.my/28465/3/Asbes_Invitation_Letter.pdf http://irep.iium.edu.my/28465/4/ASBES2011_Program_Schedule.pdf http://irep.iium.edu.my/28465/5/INFINITI_2011_Programme_Schedule.pdf http://irep.iium.edu.my/28465/6/Gregynog_2011_programme.pdf http://irep.iium.edu.my/28465/7/EBES_2011_program_details.pdf http://irep.iium.edu.my/28465/ |
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Internet
http://irep.iium.edu.my/28465/1/ASBES_Kuching_2011_Short_Selling_Stock_Returns.pdfhttp://irep.iium.edu.my/28465/2/Asbes.pdf
http://irep.iium.edu.my/28465/3/Asbes_Invitation_Letter.pdf
http://irep.iium.edu.my/28465/4/ASBES2011_Program_Schedule.pdf
http://irep.iium.edu.my/28465/5/INFINITI_2011_Programme_Schedule.pdf
http://irep.iium.edu.my/28465/6/Gregynog_2011_programme.pdf
http://irep.iium.edu.my/28465/7/EBES_2011_program_details.pdf
http://irep.iium.edu.my/28465/