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Short Interest and the Cross-Section of S&P500 Share Returns
This study aims to investigate the cross-sectional relationship between short interest and excess returns of the constituent securities of the Standard and Poor's 500 Index on a monthly basis. Short interest data is defined in relation to both trading volume and equity float for an 84-month period b...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2023
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