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Publikováno v:
The Journal of Finance. 59:1845-1876
This paper examines short-sales transactions in the five days prior to earnings announcements of 913 Nasdaq-listed firms. The tests provide evidence of informed trading in pre-announcement short-selling because they reveal that abnormal short-selling
Autor:
Don B. Panton
Publikováno v:
American Journal of Agricultural Economics. 62:584-584
greater forecasting merit than did the respective futures prices, the authors concluded that the hog futures market is semi-strong inefficient. As LH observe, an efficient market has been defined by Fama as one in which prices fully reflect all avail