Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125194295> ?p ?o ?g. }
- W3125194295 endingPage "316" @default.
- W3125194295 startingPage "290" @default.
- W3125194295 abstract "This paper examines the relation between short selling and returns and the impact of arbitrage costs on short sellers’ behavior. Using daily UK short selling data, we find that stocks with low short interest levels experience significant positive returns on both an equal- and value-weighted basis. Economic theory predicts that short sellers avoid establishing positions in stocks with high idiosyncratic risk. Our results indicate a negative relation between short interest and returns among high idiosyncratic risk stocks and that short selling activity is mostly concentrated in low idiosyncratic risk stocks where it is less costly to arbitrage fundamental risk." @default.
- W3125194295 created "2021-02-01" @default.
- W3125194295 creator A5016079400 @default.
- W3125194295 creator A5017780983 @default.
- W3125194295 creator A5040997760 @default.
- W3125194295 date "2009-05-01" @default.
- W3125194295 modified "2023-10-07" @default.
- W3125194295 title "Daily short interest, idiosyncratic risk, and stock returns" @default.
- W3125194295 cites W1978654851 @default.
- W3125194295 cites W1995834279 @default.
- W3125194295 cites W2058670446 @default.
- W3125194295 cites W2062530631 @default.
- W3125194295 cites W2067814853 @default.
- W3125194295 cites W2090386647 @default.
- W3125194295 cites W2090637028 @default.
- W3125194295 cites W2100951844 @default.
- W3125194295 cites W2101341554 @default.
- W3125194295 cites W2113208252 @default.
- W3125194295 cites W2116927675 @default.
- W3125194295 cites W2123983029 @default.
- W3125194295 cites W2128633294 @default.
- W3125194295 cites W2136181338 @default.
- W3125194295 cites W2144844788 @default.
- W3125194295 cites W2154946469 @default.
- W3125194295 cites W2167700696 @default.
- W3125194295 cites W2272846749 @default.
- W3125194295 cites W3121401171 @default.
- W3125194295 cites W3121404877 @default.
- W3125194295 cites W3121788486 @default.
- W3125194295 cites W3121886485 @default.
- W3125194295 cites W3122026075 @default.
- W3125194295 cites W3122682831 @default.
- W3125194295 cites W3122930121 @default.
- W3125194295 cites W3123014787 @default.
- W3125194295 cites W3123067977 @default.
- W3125194295 cites W3123195209 @default.
- W3125194295 cites W3123342491 @default.
- W3125194295 cites W3123519783 @default.
- W3125194295 cites W3123642520 @default.
- W3125194295 cites W3123728483 @default.
- W3125194295 cites W3123895924 @default.
- W3125194295 cites W3124112640 @default.
- W3125194295 cites W3124697853 @default.
- W3125194295 cites W3125082156 @default.
- W3125194295 cites W3125195923 @default.
- W3125194295 cites W3125633137 @default.
- W3125194295 cites W3125901151 @default.
- W3125194295 cites W3126122605 @default.
- W3125194295 cites W4230170326 @default.
- W3125194295 cites W4232645116 @default.
- W3125194295 cites W4244546206 @default.
- W3125194295 doi "https://doi.org/10.1016/j.finmar.2008.09.001" @default.
- W3125194295 hasPublicationYear "2009" @default.
- W3125194295 type Work @default.
- W3125194295 sameAs 3125194295 @default.
- W3125194295 citedByCount "43" @default.
- W3125194295 countsByYear W31251942952012 @default.
- W3125194295 countsByYear W31251942952013 @default.
- W3125194295 countsByYear W31251942952014 @default.
- W3125194295 countsByYear W31251942952015 @default.
- W3125194295 countsByYear W31251942952016 @default.
- W3125194295 countsByYear W31251942952017 @default.
- W3125194295 countsByYear W31251942952018 @default.
- W3125194295 countsByYear W31251942952019 @default.
- W3125194295 countsByYear W31251942952020 @default.
- W3125194295 countsByYear W31251942952021 @default.
- W3125194295 countsByYear W31251942952022 @default.
- W3125194295 countsByYear W31251942952023 @default.
- W3125194295 crossrefType "journal-article" @default.
- W3125194295 hasAuthorship W3125194295A5016079400 @default.
- W3125194295 hasAuthorship W3125194295A5017780983 @default.
- W3125194295 hasAuthorship W3125194295A5040997760 @default.
- W3125194295 hasConcept C106159729 @default.
- W3125194295 hasConcept C144133560 @default.
- W3125194295 hasConcept C149782125 @default.
- W3125194295 hasConcept C160623529 @default.
- W3125194295 hasConcept C162324750 @default.
- W3125194295 hasConcept C166957645 @default.
- W3125194295 hasConcept C204036174 @default.
- W3125194295 hasConcept C205649164 @default.
- W3125194295 hasConcept C2779150987 @default.
- W3125194295 hasConcept C2779343474 @default.
- W3125194295 hasConcept C556758197 @default.
- W3125194295 hasConcept C57696902 @default.
- W3125194295 hasConcept C80212096 @default.
- W3125194295 hasConceptScore W3125194295C106159729 @default.
- W3125194295 hasConceptScore W3125194295C144133560 @default.
- W3125194295 hasConceptScore W3125194295C149782125 @default.
- W3125194295 hasConceptScore W3125194295C160623529 @default.
- W3125194295 hasConceptScore W3125194295C162324750 @default.
- W3125194295 hasConceptScore W3125194295C166957645 @default.
- W3125194295 hasConceptScore W3125194295C204036174 @default.
- W3125194295 hasConceptScore W3125194295C205649164 @default.
- W3125194295 hasConceptScore W3125194295C2779150987 @default.
- W3125194295 hasConceptScore W3125194295C2779343474 @default.
- W3125194295 hasConceptScore W3125194295C556758197 @default.
- W3125194295 hasConceptScore W3125194295C57696902 @default.
- W3125194295 hasConceptScore W3125194295C80212096 @default.