The big picture: The industry effect of short interest
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DOI: 10.1016/j.irfa.2021.101760
Abstract: Abstract We examine whether industry-level short interest predicts industry stock returns and find that the former is negatively associated with the latter. Furthermore, this predictive ability is more pronounced in industries with higher information asymmetry… read more here.
Keywords: picture industry; short interest; industry; big picture ... See more keywords