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Original Articles

Do short sellers outperformthe market?

Pages 1319-1322 | Published online: 25 Aug 2009

References

  • Asquith , P. and Moelbroek , L. 1996 . “ An empirical investigation of short interest ” . In Working Paper , Cambridge : Harvard University .
  • Boehmer, E., Jones, C. M. and Zhang, X. (2007) Which shorts are informed? (February 4, 2007). AFA 2007 Chicago Meetings Paper.
  • Brent , A. , Morse , D. and Stice , E. K. 1990 . Short interest: explanations and tests . Journal of Financial and Quantitative Analysis , 25 : 273 – 289 .
  • Doukas , J. A. , Au , A. and Onayev , Z. M. 2007 . Daily short interest, idiosyncratic risk, and stock returns . Journal of Financial Markets , 12 : 290 – 316 .
  • Figlewski , S. and Webb , G. P. 1993 . Options, short sales, and market completeness . Journal of Finance , 48 : 761 – 77 .
  • Woolridge , J. R. and Dickinson , A. 1994 . Short selling and common stock prices . Financial Analysts Journal , 50 : 20 – 8 .

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