Pedro A C Saffi : Citation Profile

Are you Pedro A C Saffi?

University of Cambridge

4

H index

3

i10 index

182

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 13
   Journals where Pedro A C Saffi has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 1 (0.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa530
   Updated: 2020-07-04    RAS profile: 2020-03-11    
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Relations with other researchers

Works with:

Sturgess, Jason (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pedro A C Saffi.

Is cited by:

Verani, Stephane (6)

De-Losso, Rodrigo (6)

Foley-Fisher, Nathan (6)

Lin, Tse-Chun (6)

Szafarz, Ariane (4)

Hooy, Chee-Wooi (3)

Giovannetti, Bruno (3)

Chague, Fernando (3)

Lim, Kian-Ping (3)

Blau, Benjamin (3)

Lee, Charles (2)

Cites to:

Reed, Adam (6)

Stein, Jeremy (4)

Pedersen, Lasse (3)

Hong, Harrison (3)

Christoffersen, Susan (3)

Campbell, John (3)

Edmans, Alex (2)

Amihud, Yakov (2)

Huberman, Gur (2)

Sturgess, Jason (2)

He, Hua (2)

Main data

Where Pedro A C Saffi has published?

Journals with more than one article published# docs
Review of Financial Studies2
Journal of Finance2

Recent works citing Pedro A C Saffi (2018 and 2017)

YearTitle of citing document
2019Over-the-counter market liquidity and securities lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: BIS Working Papers. RePEc:bis:biswps:768.

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2018Negative bubbles: What happens after a crash. (2018). Goetzmann, William N ; Kim, Dasol. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:171-191.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2017Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1715.

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2017Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds. (2017). Kempf, Elisabeth ; Massa, Massimo ; Manconi, Alberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11993.

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2018Show us your shorts!. (2018). Kahraman, Bige ; Pachare, Salil. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12658.

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2018Option Prices and Costly Short-Selling. (2018). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13029.

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2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2017Effect of Geographical Diversification on Informational Efficiency in Malaysia. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Poh, Suan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00749.

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2019Are Audit Committees more challenging given a specific investor base? Does the answer change in the presence of prospective critical audit matter disclosures?. (2019). Ju, Yoon . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:77:y:2019:i:c:4.

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2018Play fair! Innovating internal self-regulation in the market for profit. (2018). Stimel, Derek ; Sekerka, Leslie E. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:1:p:115-124.

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2018Private benefits of control and bank loan contracts. (2018). HASAN, IFTEKHAR ; Quoc, LE ; Tsai, Wei-Che ; Lin, Chih-Yung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:324-343.

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2018Analyst coverage and the quality of corporate investment decisions. (2018). Navone, Marco ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:164-181.

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2020Institutional investors and firm performance: Evidence from IPOs. (2020). Shaked, Israel ; Oded, Jacob ; Michel, Allen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300427.

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2017Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market. (2017). Lee, Soonhee . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:77-79.

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2018The disciplinary effects of short sales on controlling shareholders. (2018). Chen, Shenglan ; Ma, Hui ; Lu, Rui ; Lin, Bingxuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:56-76.

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2019Perceived information, short interest, and institutional demand. (2019). Chung, Chune Young ; Wang, Kainan ; Devault, Luke. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:22-38.

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2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

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2018How does short selling affect liquidity in financial markets?. (2018). Blau, Benjamin M ; Whitby, Ryan J. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:244-250.

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2019The effect of the accidental disclosure of confidential short sales positions. (2019). Gerritsen, Dirk ; Galema, Rients. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:87-94.

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2019Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter N ; Muller, Janis ; Kochling, Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370.

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2019An analysis of over-the-counter and centralized stock lending markets. (2019). Prado, Melissa Porras ; Huszar, Zsuzsa R. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:31-53.

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2018Short selling in extreme events. (2018). Geraci, Marco Valerio ; Veredas, David ; Garbaraviius, Tomas. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:90-103.

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2019In search of distress risk in Chinas stock market. (2019). Gao, LI ; Wang, Qian ; He, Wei. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302028.

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2019Does short-selling threat discipline managers in mergers and acquisitions decisions?. (2019). Lin, Tse-Chun ; Ma, Xiaorong ; Chang, Eric C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:1:s0165410118301241.

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2019The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91.

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2019De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:1-18.

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2019Put-call parity violations and return predictability: Evidence from the 2008 short sale ban. (2019). Rompolis, Leonidas S ; Nishiotis, George P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:276-297.

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2017Shortability and asset pricing model: Evidence from the Hong Kong stock market. (2017). Qin, Yafeng ; Li, Xiao-Ming ; Bai, Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:15-29.

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2017Short-sale constraints, information acquisition, and asset prices. (2017). Nezafat, Mahdi ; Schroder, Mark ; Wang, Qinghai. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:273-312.

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2017Well-connected short-sellers pay lower loan fees: A market-wide analysis. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; de Genaro, Alan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:646-670.

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2017High frequency trading and the 2008 short-sale ban. (2017). Brogaard, Jonathan ; Riordan, Ryan ; Hendershott, Terrence. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:22-42.

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2017Option repricing, corporate governance, and the effect of shareholder empowerment. (2017). Gulen, Huseyin ; O'Brien, William J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:389-415.

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2020Is information risk priced? Evidence from abnormal idiosyncratic volatility. (2020). Yang, Yung Chiang ; Zhang, Chu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:528-554.

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2018Are short-sales constraints binding when there is a centralized lendable securities market? Evidence from Japan. (2018). Rahim, Mostafa Saidur ; Kato, Hideaki Kiyoshi ; Bremer, Marc . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:48:y:2018:i:c:p:85-96.

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2019Short sales constraints and stock returns: How do the regulations fare?. (2019). Bremer, Marc ; Kato, Hideaki Kiyoshi ; Rahim, Mostafa Saidur. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:54:y:2019:i:c:s0889158319300401.

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2019Short selling and financial reporting quality: Evidence from Chinese AH shares. (2019). Chen, Jun ; Jiang, Haiyan. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:15:y:2019:i:1:p:118-130.

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2020The investment behavior of Qualified Foreign Institutional Investors in China. (2020). Bredin, Don ; Cao, Huijuan ; Liu, Ningyue. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300037.

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2018Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule. (2018). Shyu, Yih-Wen ; Liang, Hsin-Yu ; Chan, Kam C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:163-183.

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2019Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185.

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2019Margin-trading volatility and stock price crash risk. (2019). Wu, Wenfeng ; Lv, Dayong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:179-196.

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2019Regulatory sanctions and stock pricing efficiency: Evidence from the Chinese stock market. (2019). Fang, Cai ; He, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19300514.

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2017Does price efficiency increase with trading volume? Evidence of nonlinearity and power laws in ETFs. (2017). Desantis, Mark ; Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:436-452.

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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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2018The monitoring of short selling: Evidence from China. (2018). Deng, Xiaohu ; Gao, Lei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:68-78.

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2017A Study on the Impact of the Short Selling Ban on FIBS. (2017). Grima, Simon ; Sammut, Stephen. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:v:y:2017:i:1:p:18-48.

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2019Over-the-Counter Market Liquidity and Securities Lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-11.

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2018Principals and stewards? An exploration of the role of institutional investors in corporate governance. (2018). Segrestin, Blanche ; Belinga, Rachelle. In: Post-Print. RePEc:hal:journl:hal-01791931.

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2019A conceptual mapping of the logics of institutional investors corporate governance responsibilities: The case for custodian investor stewardship. (2019). Segrestin, Blanche ; Belinga, Rachelle. In: Post-Print. RePEc:hal:journl:hal-02167819.

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2019A conceptual mapping of the logics of institutional investors corporate governance responsibilities: The case for custodian investor stewardship. (2019). Segrestin, Blanche ; Belinga, Rachelle. In: Post-Print. RePEc:hal:journl:hal-02444756.

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2018Lead-Lag Relationships in International Stock Markets Revisited: Are They Exploitable?. (2018). Gruener, Andreas ; Finke, Christian . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:1:p:8-30.

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2017Social Norms and CSR Performance. (2017). Cahan, Steven F ; Chen, LI. In: Journal of Business Ethics. RePEc:kap:jbuset:v:145:y:2017:i:3:d:10.1007_s10551-015-2899-3.

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2017The Short Sale Stigma. (2017). Goodwin, Kimberly R ; Johnson, Ken H. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9571-2.

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2019Relative option liquidity and price efficiency. (2019). Du, Brian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0738-1.

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2017How Did Short Sale Ban Affect German Capital Market Risk?. (2017). Linnertova, Dagmar. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065062017.

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2017The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2017). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang. In: NBER Working Papers. RePEc:nbr:nberwo:24144.

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2017The Information Value of Stock Lending Fees: Are Lenders Price Takers?. (2017). Zhang, Weina ; Huszar, Zsuzsa R ; Duong, Truong X. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2353-2377..

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2017Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices. (2017). Busch, Pascal ; Obernberger, Stefan . In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:1:p:324-362..

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2018The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment. (2018). Meng, Jiayin ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:94838.

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2019Over-the-Counter Market Liquidity and Securities Lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: Review of Economic Dynamics. RePEc:red:issued:18-283.

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2018Over-the-counter market liquidity and securities lending. (2018). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: 2018 Meeting Papers. RePEc:red:sed018:786.

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2017Uncovering Skilled Short-sellers. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon01.

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2019Exchange rate dynamics under limits of arbitrage and heterogeneous expectations. (2019). Datta, Soumya. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00237-6.

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2017Management forecasts and the cost of equity capital: international evidence. (2017). Cao, Ying ; Yang, Yong George ; Tsang, Albert ; Myers, Linda A. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9391-5.

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2018Pairs trading with a mean-reverting jump–diffusion model on high-frequency data. (2018). Endres, Sylvia ; Stubinger, Johannes. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:10:p:1735-1751.

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2017Short Selling and Politically Motivated Negative Information Hoarding. (2017). Young, Danqing ; Jiang, Christine ; Deng, Xiaohu. In: Working Papers. RePEc:tas:wpaper:23736.

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2019Active investing. (2019). Bekjarovski, Filip. In: Other publications TiSEM. RePEc:tiu:tiutis:7636da9d-f63e-451a-ba78-dcef38307ea3.

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2018Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?. (2018). Siklos, Pierre ; Martin, Badye Essid. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0112.

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2018The directional information content of options volumes. (2018). Yang, Heejin ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:12:p:1533-1548.

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2018Central clearing and CDS market quality. (2018). Vieira, Carlos ; da Silva, Paulo Pereira. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:6:p:731-753.

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Works by Pedro A C Saffi:

YearTitleTypeCited
2015The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market In: Journal of Finance.
[Full Text][Citation analysis]		article25
2015The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum In: Journal of Finance.
[Full Text][Citation analysis]		article14
2017Deleveraging Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
2008Differences of opinion, information and the timing of trades In: IESE Research Papers.
[Full Text][Citation analysis]		paper0
2008Price efficiency and short selling In: IESE Research Papers.
[Full Text][Citation analysis]		paper127
2011Price Efficiency and Short Selling.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127		article
2008Expected returns and liquidity risk: Does entrepreneurial income matter? In: IESE Research Papers.
[Full Text][Citation analysis]		paper0
2009Equity lending markets and ownership structure In: IESE Research Papers.
[Full Text][Citation analysis]		paper1
2003Análise Técnica: Sorte ou Realidade? In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article3
2016Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets In: Review of Financial Studies.
[Full Text][Citation analysis]		article9

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