Short Sales and Trade Classification Algorithms
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Acknowledgements: We would like to thank Thomas Covert, Amy Edwards, SP Kothari, Ryan LaFond, Parag Pathak, Mark Ready, Jeri Seidman, Avanidhar Subrahmanyam, Erik Theissen, and Jiang Wang for helpful discussions and comments. We would also like to thank Ted Keith for research assistance. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.