Predictability of short interest ratio of stock return – Evidence from Taiwan Stock Market
碩士 === 國立成功大學 === 財務金融研究所 === 105 === This paper studies the relationship between short interest ratio and subsequent stock return in Taiwan stock market. I find that short interest ratio is negatively related to subsequent stock returns, and the result is statistically and economically significant....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/nhwp39 |