Retail Short Selling and Stock Prices

133 citations recorded by the source corpus.

Citations in the corpus

Zero-Commission Individual Investors, High Frequency Traders, and Stock Market Quality (2021, unknown): “This contrasts with evidence from other studies that broader measures of retail order flow positively predict stock returns (Kaniel, Saar, and Titman, 2008; Kaniel, et al., 2012; Kelley and Tetlock, 2013, 2017; Barrot, Kaniel, and Sraer, 2016; Boehmer, et al., 2020; Farrell, et al., 2020).”
Information Percolation, Momentum and Reversal (2014, unknown): “Kelley and Tetlock (2013) observe that informed retail trades predict returns, all the more so in markets with higher investor heterogeneity, consistent with our idea that heterogeneity is a key element in understanding return predictability.”
COVID-19 and investor behavior (2020, unknown): “Here, especially travel-related industries are exposed to early short selling at the beginning of February, in line with the notion that retail short selling has predictive ability for future stock returns (Kelley and Tetlock, 2016).”