Short Interest in Bonds and Stock Returns
The study reveals that short interest in corporate bonds is a stronger predictor of aggregate stock returns than short interest in stocks and other known predictors.
Featured in No. 84 on 5 Feb 2025 · 20 days after release
- Released
- 16 Jan 2025
- First featured
- No. 84 · 5 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 39
- Identifier
- SSRN 5099127
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).