An Empirical Study on Short Sales and Stock Returns

碩士 === 國立中央大學 === 財務金融研究所 === 100 === In this paper, we investigate the relation between investors’ short sales activities and stock returns. We calculate the proportion of the short sales interest relative to the total shares outstanding at the end of every month in the sample period from January 2...

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Bibliographic Details
Main Authors: Jia-yi Chen, 陳家懿
Other Authors: none
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/06768232783590348105