当股票被加入注册时会发生什么?SHO阈值安全列表?

ERN: Other Econometrics: Applied Econometric Modeling in Financial Economics - Econometrics of Financial Markets Regulation (Topic) Pub Date : 2019-09-23 DOI:10.2139/ssrn.3459351

Ran Aroussi

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引用次数: 0

摘要

这个研究项目旨在发现当股票被纳入纳斯达克监管SHO门槛列表时会发生什么。出现在名单上是否会吓跑潜在买家，导致价格下跌，并引发新的看跌趋势?或者，它是否会吸引买家，导致股票表现出回归均值的行为?使用每日纳斯达克监管SHO (Reg SHO)阈值列表和雅虎的每日股价数据!金融方面，我开始寻找答案。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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What Happens When Stocks are Added to the Reg. SHO Threshold Security List?

This research project aimed to discover what happens to stocks when they’re being admitted to the NASDAQ Regulation SHO threshold list. Does appearance on the list scare off potential buyers, driving prices lower and ushering a new bearish trend? Or, does it attract buyers, causing stocks to exhibit a mean-reverting behavior? Using the daily NASDAQ Regulation SHO (Reg SHO) threshold lists and daily stock price data from Yahoo! Finance, I set off to find that out.

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ERN: Other Econometrics: Applied Econometric Modeling in Financial Economics - Econometrics of Financial Markets Regulation (Topic)

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