I always curious about how the short selling on HANG SENG INDEX component stock might affect the Index, so we made a search program to calculate the result automatically.
Here it is for the Feb 2007.
This is Jan. I have no idea why the 1/1/2007 was missing.
Dec, 2006
Nov 2006
It seems that whenever the short selling amount Increase more than 50% and the total amount more than 2000 million Hong Kong Dollar, there is a huge drop in the next coming days. The higher the Increasing percentage, the more it fits in.
