Pedro A C Saffi : Citation Profile

Are you Pedro A C Saffi?

University of Cambridge

4

H index

2

i10 index

135

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 9
   Journals where Pedro A C Saffi has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 1 (0.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa530
   Updated: 2019-02-13    RAS profile: 2018-04-04    
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Relations with other researchers

Works with:

Sturgess, Jason (2)

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:

Szafarz, Ariane (4)

De-Losso, Rodrigo (4)

Lim, Kian-Ping (3)

Hooy, Chee-Wooi (3)

Verani, Stephane (2)

Mayordomo, Sergio (2)

Valls Pereira, Pedro (2)

Navone, Marco (2)

Blau, Benjamin (2)

Copeland, Adam (2)

Siklos, Pierre (2)

Cites to:

Reed, Adam (6)

Stein, Jeremy (4)

Hong, Harrison (4)

Christoffersen, Susan (3)

Pedersen, Lasse (3)

Campbell, John (3)

Malloy, Christopher (3)

He, Hua (2)

Edmans, Alex (2)

Ringgenberg, Matthew (2)

He, Hua (2)

Main data

Where Pedro A C Saffi has published?

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

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

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

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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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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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2018Over-the-counter market liquidity and securities lending. (2018). Foley-Fisher, Nathan ; Verani, Stephane ; 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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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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2017Short Selling and Politically Motivated Negative Information Hoarding. (2017). Deng, Xiaohu ; Young, Danqing ; Jiang, Christine. In: Working Papers. RePEc:tas:wpaper:23736.

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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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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]		article17
2015The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum In: Journal of Finance.
[Full Text][Citation analysis]		article6
2017Deleveraging Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
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]		paper102
2011Price Efficiency and Short Selling.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		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]		article4

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