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Can Shorts Predict Returns? A Global Perspective

Number of pages: 80 Posted: 03 Oct 2015 Last Revised: 08 Mar 2021

Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar, Yanchu Wang, Xiaoyan Zhang and Xinran Zhang

Singapore Management University - Lee Kong Chian School of Business, Corvinus University of Budapest, School of Finance - Shanghai University of Finance and Economics, Tsinghua University - PBC School of Finance and Central University of Finance and Economics (CUFE) - School of Finance

Downloads 964 (38,752)

Citation 10

Abstract:

The Information Content of the Sentiment Index

Number of pages: 65 Posted: 17 Nov 2012 Last Revised: 02 Oct 2015

Steven Sibley, Yanchu Wang, Yuhang Xing and Xiaoyan Zhang

Kelley School of Business, School of Finance - Shanghai University of Finance and Economics, Rice University and Tsinghua University - PBC School of Finance

Downloads 615 (70,818)

Citation 14

Yanchu Wang

School of Finance - Shanghai University of Finance and Economics

Assistant Professor

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Scholarly Papers (2)

Can Shorts Predict Returns? A Global Perspective

Abstract:

The Information Content of the Sentiment Index

Abstract: