Date of Award
5-2014
Degree Type
Report
Degree Name
Master of Science (MS)
Department
Economics and Finance
Committee Chair(s)
Tyler Brough
Committee
Tyler Brough
Committee
Alan Stephens
Committee
Jason Smith
Abstract
There are a few ways to examine excess market returns in financial literature. One common model used was the Capital Asset Pricing Model or the CAPM. In more recent years some researchers use the Fama French 3 Factor model (FF3F). Using this FF3F model researchers and investors alike have been searching for those excess returns, or the returns above what the market achieves, because everyone would like to “beat the market” as they say. In Boehmer, Huszar, and Jordan’s 2009 paper “The Good News in Short Interest”, the authors believe that they have found a way to get significant excess returns above the market using a simple strategy. When they back tested their strategy against historical markets their results were both statistically and economically significant.
Recommended Citation
Julander, Jarom Von, "The Good News in Short Interest: Ekkehart Boehmer, Zsuzsa R. Huszar, Bradford D. Jordan 2009 Revisited" (2014). All Graduate Plan B and other Reports, Spring 1920 to Spring 2023. 428.
https://digitalcommons.usu.edu/gradreports/428
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