I am in the process of deciding a topic for my postgrad dissertation and would like to look at short selling. This area is very new to me as I have only gone long on stocks. I am particularly interested in short selling in more illiquid/less regulated markets as not much research has been conducted in this area. One of the ideas I am considering is investigating how vulnerable they are to manipulation from people who talk them down for self gain.
To do this I would have to iinvestigate shares that are being de-ramped on websites/forums and link corresponding short sales data with the falling share prices.
I would appreciate if anybody could help me understand where I need to go to find shorts data on AIM/NASDAQ companies. I have Bloomberg and TR Datastream but am still a novice and was wondering if they are sufficient or any additional software would help improve my chances of success!
All constructive advice welcome!
Thanks in advance