Short Sales: Bearish or Bullish?Faculty Publications
DepartmentEconomics, Finance, & Quantitative Analysis
AbstractFocuses on the relationship between short interest, a ratio of the number of shares short to trading volume, and excess return for Canadian stocks. Information on the requirement set by the Toronto Stock Exchange (TSX) on short selling; Result of several studies on the relationship between short interest and excess returns; Computation for excess return and short interest using the TSX data.
Citation InformationAckert, Lucy, and George Athanassakos. "Short Sales: Bearish or Bullish?." Canadian Investment Review 17.4 (2004): 9-13.