How Prevalent Are Short Squeezes? Evidence From the US and Europe
Harvard Corporate Governance
SEPTEMBER 28, 2023
In this article, we construct a novel measure for identifying short-squeeze events triggered by sharp price increases, i.e., a market squeeze. This measure is distinct from and complimentary to existing lender squeeze measures, i.e., measures that identify short squeezes based on borrowed shares that are recalled by the lender.
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