Skewness, short interest and the efficiency of stock prices
Author:
Affiliation:
1. Department of Economics and Finance, Jon M. Huntsman School of Business, Utah State University, Logan, UT, USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1394971
Reference26 articles.
1. Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
2. Options and the Bubble
3. Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
4. Short Interest and Frictions in the Flow of Information
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