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Olan Henry

University of Liverpool

Chatham Street

Brownlow Hill

Liverpool, L69 7ZA

United Kingdom

SCHOLARLY PAPERS

1

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168

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest

Number of pages: 30 Posted: 11 Jun 2024
University of Liverpool, University of Aberdeen, Manchester Metropolitan University and University of Liverpool Management School
Downloads 168 (447,215)

Abstract:

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short interest, equity risk premium, financial uncertainty, investor disagreement, well-informed short sellers, stock market predictability