Short Interest and Aggregate Stock Returns

By David E. Rapach, Matthew C. Ringgenberg, Guofu Zhou. 2016

432 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/0fe27ebeb3bc6c457d41000f1b89442c072dc77c

Citations in the corpus

• Investor Attention and Stock Returns (2020, neutral): “We aggregate the firm-level attention measures at the market level using the equal-weighting method, which is also used by Rapach, Ringgenberg, and Zhou (2016) and Jondeau, Zhang, and Zhu (2019).”