• Hong, H. et. al. Days to Cover and Stock Returns (2015). SSRN
  • Rapach, D., Ringgenberg, M. and Zhou, G. Short Interest and Aggregate Stock Returns (2014). SSRN - really good paper for market-timing
  • Drechsler, I. and Drechsler, Q. The Shorting Premium and Asset Pricing Anomalies (2014). SSRN
  • Xu, W. and Liu, B. Short Squeezes (2013). SSRN
  • Beschwitz, B. and Massa, M. Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect (2013). SSRN
  • Beneish, M., Lee, C. and Nichols, C. In Short Supply: Equity Overvaluation and Short Selling (2013). SSRN