Short Selling during Extreme Market Movements
نویسندگان
چکیده
منابع مشابه
Institutional Trading During Extreme Market Movements
We investigate the trading of mutual funds and pension plan sponsors on days of extreme market-wide price movements. We find that the institutions in our sample are net buyers (sellers) during extreme market declines (increases) and that these positions generate positive returns. Results are driven by institutions that were recently trading in the same direction as they are observed trading dur...
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ژورنال
عنوان ژورنال: The Journal of Trading
سال: 2010
ISSN: 1559-3967,2168-8427
DOI: 10.3905/jot.2010.5.4.014