Appendix to 'Short Interest and Aggregate Stock Returns'

7 Pages Posted: 21 Oct 2015 Last revised: 20 Feb 2016

See all articles by David Rapach

David Rapach

Saint Louis University; Washington University in St. Louis

Matthew Ringgenberg

University of Utah - Department of Finance

Guofu Zhou

Washington University in St. Louis - John M. Olin Business School; China Academy of Financial Research (CAFR)

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

Rapach, David and Ringgenberg, Matthew C. and Zhou, Guofu, Appendix to 'Short Interest and Aggregate Stock Returns' (February 10, 2016). Available at SSRN: https://ssrn.com/abstract=2675298 or http://dx.doi.org/10.2139/ssrn.2675298

David Rapach

Saint Louis University ( email )

3674 Lindell Blvd
St. Louis, MO 63108-3397
United States

HOME PAGE: http://https://sites.google.com/slu.edu/daverapach

Washington University in St. Louis

One Brookings Drive
Campus Box 1133
St. Louis, MO 63130-4899
United States

HOME PAGE: http://https://sites.google.com/slu.edu/daverapach

Matthew C. Ringgenberg (Contact Author)

University of Utah - Department of Finance ( email )

David Eccles School of Business
Salt Lake City, UT 84112
United States

Guofu Zhou

Washington University in St. Louis - John M. Olin Business School ( email )

Washington University
Campus Box 1133
St. Louis, MO 63130-4899
United States
314-935-6384 (Phone)
314-658-6359 (Fax)

HOME PAGE: http://apps.olin.wustl.edu/faculty/zhou/

China Academy of Financial Research (CAFR)

Shanghai Advanced Institute of Finance
Shanghai P.R.China, 200030
China

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