Short Interest: Explanations and Tests

Does the Stock Market Overreact?

1985 • 7,120 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

1977 • 3,446 citations

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

1987 • 1,865 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors

1979 • 480 citations

The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence

1981 • 412 citations

Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices

1980 • 317 citations

THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES

1977 • 209 citations

SHORT INTEREST: BEARISH OR BULLISH?^*

1967 • 79 citations

Simple Rules for Optimal Portfolio Selection: The Multi Group Case

1977 • 62 citations

Short Sales Restrictions and Kinks on the Mean Variance Frontier

1984 • 39 citations

RISK AND RETURN ON SHORT POSITIONS IN COMMON STOCKS

1973 • 30 citations

Short Interest: Its Influence as a Stabilizer of Stock Returns

1978 • 18 citations

The Short Interest Ratio and Its Component Parts

1974 • 17 citations

A Stock Price Predictive Model Based on Changes in Ratios of Short Interest to Trading Volume

1976 • 15 citations

Short Selling and the Capital Gains Tax

1978 • 14 citations

PORTFOLIO SELECTION IN AN ECONOMY WITH MARKETABILITY AND SHORT SALES RESTRICTIONS

1978 • 13 citations