Exploiting Unusual Changes in Hedge Fund Holdings and Short Interest
March 17, 2015 - Investing Expertise, Mutual/Hedge Funds, Short Selling
Can investors exploit the combination of unusual changes in hedge fund long positions and unusual changes in short interest for individual stocks? In the February 2015 version of their paper entitled “Arbitrage Trading: The Long and the Short of It”, Yong Chen, Zhi Da and Dayong Huang examine the power of three variables to predict stock returns:… Keep Reading