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Information In Shorts

•	Ekkehart Boehmer, Zsuzsa R. Huszár, Bradford D. Jordan, The good news in short interest, Journal of Financial Economics, forthcoming 2009.

•	Pavel Savor, Mario Gamboa-Cavazosy, "Holding on to Your Shorts: When Do Short Sellers Retreat?", UPenn Working Paper.

•	Akbas, Ferhat, Boehmer, Ekkehart, Erturk, Bilal and Sorescu, Sorin M., Why Do Short Interest Levels Predict Stock Returns? (March 10, 2008).

•	Hemang Desai & K. Ramesh & S. Ramu Thiagarajan & Bala V. Balachandran, 2002.

"An Investigation of the Informational Role of Short Interest in the Nasdaq Market," Journal of Finance, American Finance Association, vol. 57(5), pages 2263-2287, October.

•	Lamont, Owen A. and Stein, Jeremy C., Aggregate Short Interest and Market Valuations (December 2003). Harvard Institute of Economic Research Discussion Paper No. 2027. Available at SSRN: http://ssrn.com/abstract=569876