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Does Option Trading Affect the Return Predictability of Short Selling Activity?
Kalok Chan
, Hung Wan Kot
,
Xiaoyan Ni
Research output
:
Working paper
Overview
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Dive into the research topics of 'Does Option Trading Affect the Return Predictability of Short Selling Activity?'. Together they form a unique fingerprint.
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Keyphrases
Constraint Discovery
16%
First Month
16%
Information Discovery
16%
Open Interest
66%
Options Trading
100%
Return Predictability
100%
Short Selling Activity
100%
Short-sale Constraints
16%
Short-term Interest
100%
Stock Returns
33%
Economics, Econometrics and Finance
Capital Market Returns
100%
Option Trading
100%