Short Selling and the Weekend Effect for NYSE Securities

Using short-sale transactions data, we examine the relation between short selling and the weekend effect. We do not find that short selling is more abundant on Monday than on Friday, even for stocks that have higher Friday returns. We find that short sellers execute more short-sale volume during the...

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Veröffentlicht in:	Financial management 2009-10, Vol.38 (3), p.603-630
Hauptverfasser:	Blau, Benjamin M., Van Ness, Bonnie F., Van Ness, Robert A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Correlation analysis Correlation coefficients Correlations Investors Market analysis Market capitalization Market prices New York Stock Exchange Rates of return Sample mean Securities industry Short sales Short selling Statistical results Stock exchange Stock exchanges Stock prices Stocks Studies Trade volume U.S.A
Online-Zugang:	Volltext
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