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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Bibliographic Details
Main Authors: Mohamad, Azhar, Jaafar , Aziz, Hodgkinson , Lynn, Wells, Jo
Format: Conference or Workshop Item
Language:English
English
English
English
English
English
English
Published: 2011
Subjects:
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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