Increase in Short Interest and Predictability in Stock Returns
(Infiniti 2011)

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Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)

This paper, following Diamond and Verrecchia (1987) and Senchack and Starks (1993) questions whether significant negative stock returns follow increases in short interest using a more recent and comprehensive dataset from the UK. In addition, the paper also questions whether increasing levels of sho...

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Bibliographic Details
Main Authors:	Mohamad, Azhar, Aziz, Jaafar, Hodgkinson, Lynn, Wells, Jo
Format:	Proceeding Paper
Language:	English English English
Published:	2011
Subjects:	HG4001 Financial management. Business finance. Corporation finance. HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/28477/ http://irep.iium.edu.my/28477/4/Increase_in_Short_Interest_and_Predictability_in_Stock_Returns_%28Infiniti_2011%29.pdf http://irep.iium.edu.my/28477/2/Infiniti_2011_Acceptance_Email.pdf http://irep.iium.edu.my/28477/3/INFINITI_2011_Programme_Schedule.pdf

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