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The relationship between short interest and stock returns in the Canadian market
- Source :
- Journal of Banking & Finance. July, 2005, Vol. 29 Issue 7, p1729, 21 p.
- Publication Year :
- 2005
-
Abstract
- Based on a sample of short sales of stocks in Canada, the correlation between short interest and stock market returns is determined. For the purpose, short interest and short sales are identified with respect to the trading volume.
Details
- Language :
- English
- ISSN :
- 03784266
- Volume :
- 29
- Issue :
- 7
- Database :
- Gale General OneFile
- Journal :
- Journal of Banking & Finance
- Publication Type :
- Periodical
- Accession number :
- edsgcl.132953591