Macquarie - Quantamentals
We are pleased to present the latest Quant Research paper from Macquarie:
Refining Short Interest
Quantamentals 2010
- Stock borrowing as proxy for short interest?
- When do short sellers trade?
- Do they trade ahead of news releases?
- Are short sellers better processors of information than the rest of the market by trading after news releases?
- Does short selling lead to predictable changes in stock prices?
- How do short selling constraints affect returns?
- What is the impact of short squeezes and can these stocks be identified?
- Do short-sellers target companies with particular characteristics based on valuation?
Please click below to read more. Be sure to select the appropriate link based on your regional location (to ensure compliance with regional legal disclosure):
Macquarie Quant Research - U.S. Readers
Macquarie Quant Research - Non-U.S. Readers
If you’re interested in reading the full report, please contact us.