UK Short Selling Activity and Firm Performance
(2012)
Journal Article
Andrikopoulos, P., Clunie, J., & Siganos, A. (2012). UK Short Selling Activity and Firm Performance. Journal of Business Finance and Accounting, 39(9-10), 1403-1417. https://doi.org/10.1111/jbfa.12003
We use short selling data from Data Explorers from 2004 to 2012 to investigate the extent to which UK short sellers are informed investors, in accordance with Diamond and Verrecchia's (1987) hypothesis. Our results suggest that heavily-shorted stocks... Read More about UK Short Selling Activity and Firm Performance.