Download This PaperAppendix to 'Short Interest and Aggregate Stock Returns'
7 Pages Posted: 21 Oct 2015 Last revised: 20 Feb 2016
Date Written: February 10, 2016
Abstract
This appendix provides complete results for the robustness checks discussed in Short Interest and Aggregate Stock Returns.
The paper "Short Interest and Aggregate Stock Returns" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2474930.
Suggested Citation: Suggested Citation
Washington University in St. Louis ( email )
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Guofu Zhou
Washington University in St. Louis - John M. Olin Business School ( email )
Washington University
Campus Box 1133
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