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Short Interest and Aggregate Volatility Risk

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(87)90042-0openalex-extracted

Constraints on short-selling and asset price adjustment to private information

inferredcites →https://doi.org/10.1016/j.jfineco.2005.01.001openalex-extracted

Short interest, institutional ownership, and stock returns

inferredcites →https://doi.org/10.1016/s0304-405x(01)00056-3openalex-extracted

Short-sellers, fundamental analysis, and stock returns

inferredcites →https://doi.org/10.1093/rfs/5.3.473openalex-extracted

Differences of Opinion Make a Horse Race

inferredcites →https://doi.org/10.1111/0022-1082.00192openalex-extracted

The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect

inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00681.xopenalex-extracted

Short‐Selling Prior to Earnings Announcements

inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-extracted

The Cross‐Section of Volatility and Expected Returns

inferredcites →https://doi.org/10.2139/ssrn.301918openalex-extracted

Intertemporal CAPM and the Cross-Section of Stock Returns

inferredcites →https://doi.org/10.1016/0304-405x(95)00841-2openalex-snapshot

The distorting effect of the prudent-man laws on institutional equity investments

inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04772.xopenalex-snapshot

Contrarian Investment, Extrapolation, and Risk

inferredcites →https://doi.org/10.3386/w3989openalex-snapshot

Intertemporal Asset Pricing Without Consumption Data

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