Days to Cover Strategy

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Academic paper

Days to Cover and Stock Returns

AuthorsHarrison Hong; Frank Weikai Li; Sophie Xiaoyan Ni; José Scheinkman; Philip Yan

Institute
  • 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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