CU6 - ASX Charts, page-1527

If I may EW. You have I believe within your own posts asked and answered your very own question. Think pure economically and mechanically and think market maker and the effect or not of stability through improved liquidity and hence volumes of stock traded. Then think of shorting as a balance sheet transaction. By reducing the volatility through improved liquidity play a very important thing for the risk management of some stocks. Pay note of short interest for sure and also short transaction volume relative to total trading volume as you have and forget not the days to cover. The rise and fall of each of these relative to the SP are not always inversely related. Your shared insights suggest to me you may find some additional research to your liking. The Cambridge Journal of Financial and Quantitative Analysis publishes some good theoretical and empirical research in such topics if interested. So too the Department of Banking and Finance - Monash University. On all things U though a whole different beast. My opinon only of course where the front end of 5 - 15 year forwarded dated non-spot contracts - not the fundamentals of any company in general, appear to be being hedged across a global market dependent on long term infrastructure build outs. Rare earth and Li sector same bit different but with significantly shorter contracts dates dependent on near term consumer demand. Like the way you think. Like your share. Trade safe !