articleJournal of Financial EconomicsMar 20, 2016Closed access

Short interest and aggregate stock returns

DEDavid E. RapachMCMatthew C. RinggenbergGZGuofu Zhou

Saint Louis University · Linde (United States) · +1 more institution

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589
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3

Topics & keywords

Topics
Keywords
  • Economics
  • Econometrics
  • Cash flow
  • Vector autoregression
  • Stock (firearms)
  • Predictive power
  • Aggregate (composite)
  • Financial economics
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