Work

Aggregate Short Interest and Return Predictability

Year: 2014

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2016.03.004

Authors: David E. Rapach, Matthew C. Ringgenberg, Guofu Zhou

Institutions: Saint Louis University, Washington University in St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3126032441

FWCI: 30.38

Cites: 82

Cited by: 564

Related to: 9