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dc.contributor.authorAhmad, Sabahat-
dc.contributor.authorHauf, Patrick-
dc.contributor.authorSeiberlich, Ruben R.-
dc.date.accessioned2022-03-18T09:32:14Z-
dc.date.available2022-03-18T09:32:14Z-
dc.date.issued2022-
dc.identifier.issn1556-5068de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/24645-
dc.description.abstractUsing short selling data collected by FINRA, we investigate spillover effects of the GME short squeeze at the beginning of 2021 on other stocks’ short interest. Using a broad sample of stocks, we found substantial spillover effects leading to an overall reduction in short interest across US stocks. Stocks with a high pre-event short interest experienced a significant reduction in the short interest, whereas those stocks with a low pre-event short interest experienced a slight increase in the short interest. By decomposing the change in the short interest into a quantity and price effect, we clearly show that the reduction in short interest overcompensates the price effect. Our observations suggest a fundamental shift in the hedge fund’s shorting policies towards less concentrated shorting but also suggest less efficient price discovery.de_CH
dc.format.extent17de_CH
dc.language.isoende_CH
dc.publisherSSRNde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subjectHedge fundde_CH
dc.subjectInvestment strategyde_CH
dc.subjectShort sellingde_CH
dc.subjectShort squeezede_CH
dc.subject.ddc332.6: Investitionde_CH
dc.titleAnalyzing spillover effects of the gamestop squeeze on short interestde_CH
dc.typeWorking Paper – Gutachten – Studiede_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitInstitut für Wealth & Asset Management (IWA)de_CH
dc.identifier.doi10.2139/ssrn.4038475de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.author.additionalNode_CH
zhaw.display.portraitYesde_CH
Appears in collections:Publikationen School of Management and Law

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Ahmad, S., Hauf, P., & Seiberlich, R. R. (2022). Analyzing spillover effects of the gamestop squeeze on short interest. SSRN. https://doi.org/10.2139/ssrn.4038475
Ahmad, S., Hauf, P. and Seiberlich, R.R. (2022) Analyzing spillover effects of the gamestop squeeze on short interest. SSRN. Available at: https://doi.org/10.2139/ssrn.4038475.
S. Ahmad, P. Hauf, and R. R. Seiberlich, “Analyzing spillover effects of the gamestop squeeze on short interest,” SSRN, 2022. doi: 10.2139/ssrn.4038475.
AHMAD, Sabahat, Patrick HAUF und Ruben R. SEIBERLICH, 2022. Analyzing spillover effects of the gamestop squeeze on short interest. SSRN
Ahmad, Sabahat, Patrick Hauf, and Ruben R. Seiberlich. 2022. “Analyzing Spillover Effects of the Gamestop Squeeze on Short Interest.” SSRN. https://doi.org/10.2139/ssrn.4038475.
Ahmad, Sabahat, et al. Analyzing Spillover Effects of the Gamestop Squeeze on Short Interest. SSRN, 2022, https://doi.org/10.2139/ssrn.4038475.


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