Pedro A C Saffi : Citation Profile


Are you Pedro A C Saffi?

University of Cambridge

4

H index

2

i10 index

121

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 8
   Journals where Pedro A C Saffi has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa530
   Updated: 2018-07-14    RAS profile: 2018-04-04    
   Missing citations? Add them    Incorrect content? Let us know

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:

De-Losso, Rodrigo (4)

Szafarz, Ariane (4)

Hooy, Chee-Wooi (3)

Lim, Kian-Ping (3)

Arce, Oscar (2)

Brunnermeier, Markus (2)

Siklos, Pierre (2)

Giovannetti, Bruno (2)

Valls Pereira, Pedro (2)

Nezami Narajabad, Borghan (2)

Lee, Charles (2)

Cites to:

Reed, Adam (6)

Hong, Harrison (4)

Stein, Jeremy (4)

Campbell, John (3)

Malloy, Christopher (3)

Christoffersen, Susan (3)

Pedersen, Lasse (3)

Sturgess, Jason (2)

Huberman, Gur (2)

zhang, xiaoyan (2)

Ringgenberg, Matthew (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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]
article16
2015The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum In: Journal of Finance.
[Full Text][Citation analysis]
article5
2017Deleveraging Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
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]
paper92
2011Price Efficiency and Short Selling.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team