Using a five-year panel of proprietary NYSE short sale order data, we investigate the sources of short sellers’ informational advantage.
EDHEC Business School
Columbia Business School
Krannert School of Management, Purdue University
|Type :||Working paper|
|Date :||le 23/01/2012|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|