Exploiting Interaction of Hedge Fund Holdings and Short Interest
February 27, 2015 - Investing Expertise, Mutual/Hedge Funds, Short Selling
Do changes in hedge fund holdings and short interest in a stock together predict its returns? In their January 2015 paper entitled “Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand”, Yawen Jiao, Massimo Massa and Hong Zhang test whether joint changes in aggregate hedge fund holdings and short interest of a stock relate to its future returns. They define… Keep Reading