Why do firm fundamentals predict returns? Evidence from short selling activity
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DOI: 10.1016/j.irfa.2021.101974
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More about this item
Keywords
Short selling; F-score; Mispricing; SHO;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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