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Short-sellers, fundamental analysis, and stock returns

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Author Info
Dechow, Patricia M.
Hutton, Amy P.
Meulbroek, Lisa
Sloan, Richard G.
Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VBX-43B29K3-4/2/5caa23ec2f5c4cf8df376c081830f9b6
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 61 (2001)
Issue (Month): 1 (July)
Pages: 77-106
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Handle: RePEc:eee:jfinec:v:61:y:2001:i:1:p:77-106

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Diether, Karl & Lee, Kuan Hui & Werner, Ingrid M., 2007. "It’s SHO Time! Short-Sale Price-Tests and Market Quality," Working Paper Series 2006-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  2. Louis Gagnon & Jonathan Witmer, 2009. "Short Changed? The Market's Reaction to the Short Sale Ban of 2008," Working Papers 09-23, Bank of Canada. [Downloadable!]
  3. Paul Asquith & Parag A. Pathak & Jay R. Ritter, 2004. "Short Interest and Stock Returns," NBER Working Papers 10434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond. [Downloadable!]
  5. Cohen, Lauren & Diether, Karl B. & Malloy, Christopher J., 2005. "Supply and Demand Shifts in the Shorting Market," Working Paper Series 2005-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  6. Michael McKenzie & Olan T. Henry, 2007. "The Determinnts of Short Selling in the Hong Kong Equities Market," Department of Economics - Working Papers Series 1001, The University of Melbourne. [Downloadable!]
  7. Diether, Karl B. & Lee, Kuan-Hui & Werner, Ingrid M., 2007. "Can Short-Sellers Predict Returns? Daily Evidence," Working Paper Series 2005-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  8. Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," American Economic Review, American Economic Association, vol. 94(2), pages 29-32, May. [Downloadable!]
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