Longs, shorts, and the cross-section of stock returns

B-Tier
Journal: Journal of Banking & Finance
Year: 2022
Volume: 138
Issue: C

Authors (4)

Nezafat, Mahdi (not in RePEc) Shen, Tao (Tsinghua University) Wang, Qinghai (not in RePEc) Wu, Julie (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the relation between severe investor disagreement and stock returns based on the observed short-interest and long positions of hedge funds. We show strong disagreements are prevalent among active, sophisticated investors. From 1997 to 2014, 30% of highly shorted stocks have high hedge fund ownership, but these stocks do not earn abnormal returns. Evidence shows that large simultaneous holdings of short sellers and hedge fund managers likely arise from their information-acquisition activities. Although active long or short positions on average predict subsequent stock returns, neither long investors nor short sellers consistently prevail when the two sides disagree.

Technical Details

RePEc Handle
repec:eee:jbfina:v:138:y:2022:i:c:s0378426622000103
Journal Field
Finance
Author Count
4
Added to Database
2026-01-29