How are shorts informed?: Short sellers, news, and information processing

We find that a substantial portion of short sellers' trading advantage comes from their ability to analyze publicly available information. Using a database of short sales combined with a database of news releases, we show that the well-documented negative relation between short sales and future...

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Bibliographische Detailangaben

Veröffentlicht in:	Journal of financial economics 2012-08, Vol.105 (2), p.260
Hauptverfasser:	Engelberg, Joseph E, Reed, Adam V, Ringgenberg, Matthew C
Format:	Artikel
Sprache:	eng
Schlagworte:	Information processing Rates of return Securities trading Short sales Studies
Online-Zugang:	Volltext
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