Quantitative Value Shorting Part II: Earnings Yield & Price Over BookGuest Post
In response to many questions from the Short Selling Blog:
The screen that featured in the article can be described as follows:
· US companies with market capitalisation greater than one billion dollars and with 20 day average trading volume greater than 100,000 shares. These companies are less volatile than their smaller brethren and much more likely to be borrowable. ADRs are excluded. This gives a typical . . .
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