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https://hdl.handle.net/2440/88399
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Type: | Book chapter |
Title: | The information content of short selling before macroeconomic announcements |
Author: | Brockman, P. Hao, Q. |
Citation: | Handbook of short selling, 2012 / Gregoriou, G. (ed./s), Ch.39, pp.565-576 |
Publisher: | Elsevier |
Publisher Place: | USA |
Issue Date: | 2012 |
ISBN: | 9780123877246 |
Editor: | Gregoriou, G. |
Statement of Responsibility: | Paul Brockman and (Grace) Qing Hao |
Abstract: | Abstract not available |
Keywords: | Abnormal short selling; Employment Situation Report; exchange-traded funds; intraday short sale transaction data set; macroeconomic reports; regulation SHO; self-regulatory organizations |
Rights: | © 2012, Elsevier Inc. All rights reserved. |
DOI: | 10.1016/B978-0-12-387724-6.00039-8 |
Published version: | http://dx.doi.org/10.1016/b978-0-12-387724-6.00039-8 |
Appears in Collections: | Aurora harvest 2 Business School publications |
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