Research Master Pre-Defense
Conditional Short-Volume Predictability: A Machine Learning Approach
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SeriesResearch Master Defense
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Speaker
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LocationErasmus University E2-47
Rotterdam -
Date and time
July 02, 2026
10:00 - 12:00
Short selling is widely documented as a signal of future stock returns, but its predictive power varies substantially across stocks. This thesis applies machine learning methods to U.S. equity data to identify the specific firm-characteristic regions in which short volume is most informative about cross-sectional returns.