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Hedge Funds, Short Sales, and the 52-Week High
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.finmar.2016.03.001openalex-snapshot
Short selling around the 52-week and historical highs
inferredcites →https://doi.org/10.1016/j.jcorpfin.2017.08.001openalex-snapshot
Hedge funds in M&A deals: Is there exploitation of insider information?
inferredcites →https://doi.org/10.1016/j.jedc.2023.104637openalex-snapshot
Hedge funds trading strategies and leverage
inferredcites →https://doi.org/10.1016/j.jempfin.2019.02.007openalex-snapshot
Behavioral biases of informed traders: Evidence from insider trading on the 52-week high
inferredcites →https://doi.org/10.1016/j.jfineco.2005.12.009openalex-snapshot
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.05.001openalex-snapshot
Liquidity risk and the cross-section of hedge-fund returns☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.10.002openalex-snapshot
Do hedge funds trade on private information? Evidence from syndicated lending and short-selling☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.05.002openalex-snapshot
Behavioral biases of mutual fund investors
inferredcites →https://doi.org/10.1016/j.jfineco.2012.04.010openalex-snapshot
The effect of reference point prices on mergers and acquisitions
inferredcites →https://doi.org/10.1016/j.jfineco.2012.08.012openalex-snapshot
Are Mutual Funds Sitting Ducks?
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.004openalex-snapshot
Competition of the informed: Does the presence of short sellers affect insider selling?
inferredcites →https://doi.org/10.1016/j.jfineco.2016.09.001openalex-snapshot
Short selling meets hedge fund 13F: An anatomy of informed demand
inferredcites →https://doi.org/10.1016/j.jfineco.2017.09.008openalex-snapshot
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
inferredcites →https://doi.org/10.1016/j.pacfin.2015.02.011openalex-snapshot
Industry information and the 52-week high effect
inferredcites →https://doi.org/10.1017/s0022109000003410openalex-snapshot
Do Market Timing Hedge Funds Time the Market?
inferredcites →https://doi.org/10.1093/rapstu/rax015openalex-snapshot
Hedge Fund Holdings and Stock Market Efficiency
inferredcites →https://doi.org/10.1093/rapstu/rax018openalex-snapshot
Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings*
inferredcites →https://doi.org/10.1093/rfs/hhp026openalex-snapshot
How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
inferredcites →https://doi.org/10.1093/rfs/hhp114openalex-snapshot
Insider Trades and Demand by Institutional and Individual Investors
inferredcites →https://doi.org/10.1093/rfs/hhq124openalex-snapshot
Price Efficiency and Short Selling
inferredcites →https://doi.org/10.1093/rfs/hhr114openalex-snapshot
Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
inferredcites →https://doi.org/10.1093/rfs/hhs097openalex-snapshot
Short Selling and the Price Discovery Process
inferredcites →https://doi.org/10.1093/rfs/hhw089openalex-snapshot
Retail Short Selling and Stock Prices
inferredcites →https://doi.org/10.1093/rfs/hhy097openalex-snapshot
Arbitrage Trading: The Long and the Short of It
inferredcites →https://doi.org/10.1093/rof/rfaa016openalex-snapshot
What Constrains Liquidity Provision? Evidence from Institutional Trades
inferredcites →https://doi.org/10.1093/rof/rfr026openalex-snapshot
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments
inferredcites →https://doi.org/10.1111/0022-1082.00129openalex-snapshot
The Performance of Hedge Funds: Risk, Return, and Incentives
inferredcites →https://doi.org/10.1111/0022-1082.00490openalex-snapshot
Differences of Opinion and the Cross Section of Stock Returns
inferredcites →https://doi.org/10.1111/1475-679x.12369openalex-snapshot
Copycat Skills and Disclosure Costs: Evidence from Peer Companies’ Digital Footprints
inferredcites →https://doi.org/10.1111/j.1475-679x.2007.00234.xopenalex-snapshot
Which Institutional Investors Trade Based on Private Information About Earnings and Returns?
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04636.xopenalex-snapshot
Efficient Capital Markets: II
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04772.xopenalex-snapshot
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02724.xopenalex-snapshot
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03807.xopenalex-snapshot
The Limits of Arbitrage
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00690.xopenalex-snapshot
Hedge Funds and the Technology Bubble
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00695.xopenalex-snapshot
The 52‐Week High and Momentum Investing
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01499.xopenalex-snapshot
Role of Managerial Incentives and Discretion in Hedge Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01528.xopenalex-snapshot
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01740.xopenalex-snapshot
Decoding Inside Information
inferredcites →https://doi.org/10.1111/jofi.12012openalex-snapshot
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
inferredcites →https://doi.org/10.1111/jofi.12699openalex-snapshot
Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance
inferredcites →https://doi.org/10.1142/s2010139215500044openalex-snapshot
Disclosure Policies of Investment Funds
inferredcites →https://doi.org/10.1287/mnsc.1120.1647openalex-snapshot
Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
inferredcites →https://doi.org/10.1287/mnsc.2014.2131openalex-snapshot
Hedge Fund Crowds and Mispricing
inferredcites →https://doi.org/10.1287/mnsc.2019.3433openalex-snapshot
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
inferredcites →https://doi.org/10.2139/ssrn.1787171openalex-snapshot
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
inferredcites →https://doi.org/10.2139/ssrn.2248671openalex-snapshot
Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance
inferredcites →https://doi.org/10.2139/ssrn.686604openalex-snapshot
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
inferredcites →https://doi.org/10.2307/2329262openalex-snapshot
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.2307/2329515openalex-snapshot
Measuring Mutual Fund Performance with Characteristic-Based Benchmarks
inferredcites →https://doi.org/10.2469/faj.v74.n3.4openalex-snapshot
Hedge Funds and Stock Price Formation
inferredcites →https://doi.org/10.3386/w13786openalex-snapshot
Do Hedge Funds Profit From Mutual-Fund Distress?
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