Days to Cover Strategy
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Days to Cover and Stock Returns
Harrison Hong; Frank Weikai Li; Sophie Xiaoyan Ni; José Scheinkman; Philip Yan
Columbia University
National Bureau of Economic Research
Columbia University, Graduate School of Arts and Sciences, Department of Economics
National Bureau of Economic Research (NBER)
Singapore Management University
Singapore Management University - Lee Kong Chian School of Business
Hong Kong Baptist University
Hong Kong Baptist University (HKBU)
Princeton University
Princeton University - Department of Economics
Goldman Sachs (United States)- Quantitative Investment Strategies, Goldman Sachs Asset Management
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