How Much Do Short-Selling Constraints and Risk Contribute ...

The short interest data contain most of the companies that are listed in the CRSP. The variable of short interest is the total number of shares investors have sold short but have not yet bought back. The short interest ratio (SIR) is the total number of shares an investor has sold short divided by the shares outstanding for a specific month. ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download