Short interest, institutional ownership, and stock returns

Article Abstract:

Using proxies for supply or demand, the relation between short selling and stocks return is examined. In 1988 to 2002, we observed that per month constrained stocks underperformed by 215 basis points on an equally weighted basis and only 39 points per month on a value weighted basis.

Limits (Mathematics)

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Short sales, institutional investors and the cross-section of stock returns

Article Abstract:

In the cross-section of stock terms, short-sale constraints play an important role. Using ownership anomalies it is found that short sale constraints enable to explain cross-sectional anomalies.

Financial management, Financial institutions, Investor relations, Institutional investments

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Is value riskier than growth

Article Abstract:

The findings of a study on the growth and relative risk of value in stocks are furnished.

Growth, Company growth, Stock markets, Stock market, Industry forecasts

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