haku: @indexterm Short selling / yhteensä: 15
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| Tekijä: | Dechow, P. M. (et al.) |
| Otsikko: | Short-sellers, fundamental analysis, and stock returns |
| Lehti: | Journal of Financial Economics
2001 : JUL, VOL. 61:1, p. 77-106 |
| Asiasana: | SHORT SELLING STOCK RETURNS STRATEGY TRADING |
| Kieli: | eng |
| Tiivistelmä: | Firms with low ratios of fundamentals (such as earning and bool values) to market values are known to have systematically lower future stock returns. The authors document that short-sellers position themselves in the stock of such firms, and then cover their positions as the ratios mean-revert. |
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