We show that stock prices impound more information when short sellers are more active.
Lundquist College of Business, University of Oregon and Affiliate Professor, EDHEC Business School
Department of Banking and Finance, Terry College of Business, University of Georgia, Athens
|Type :||Working paper|
|Date :||le 02/05/2011|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ email@example.com ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|