4
H index
2
i10 index
135
Citations
University of Cambridge | 4 H index 2 i10 index 135 Citations RESEARCH PRODUCTION: 6 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: 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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 2 |
Review of Financial Studies | 2 |
Year | Title of citing document |
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2018 | Negative 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. Full description at Econpapers || Download paper |
2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1715. Full description at Econpapers || Download paper |
2017 | Canary 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 |
2018 | Show us your shorts!. (2018). Kahraman, Bige ; Pachare, Salil. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12658. Full description at Econpapers || Download paper |
2018 | Option Prices and Costly Short-Selling. (2018). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13029. Full description at Econpapers || Download paper |
2017 | Effect 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 |
2018 | Play 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 |
2018 | Private 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 |
2018 | Analyst 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. Full description at Econpapers || Download paper |
2017 | Does 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 |
2018 | The 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 |
2018 | How 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. Full description at Econpapers || Download paper |
2018 | Short 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. Full description at Econpapers || Download paper |
2017 | Shortability 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 |
2017 | Short-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 |
2017 | Well-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 |
2017 | High 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 |
2017 | Option 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 |
2018 | Are 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 |
2018 | Spillovers 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. Full description at Econpapers || Download paper |
2017 | Does 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 |
2018 | Does 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 |
2018 | The 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 |
2017 | A 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 |
2018 | Principals 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 |
2018 | Lead-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 |
2017 | Social 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 |
2017 | The 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 |
2017 | How 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. Full description at Econpapers || Download paper |
2017 | The 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 |
2017 | The 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 |
2017 | Actual 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.. Full description at Econpapers || Download paper |
2018 | Over-the-counter market liquidity and securities lending. (2018). Foley-Fisher, Nathan ; Verani, Stephane ; Gissler, Stefan. In: 2018 Meeting Papers. RePEc:red:sed018:786. Full description at Econpapers || Download paper |
2017 | Uncovering 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 |
2017 | Management 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 |
2017 | Short 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 |
2018 | Short-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 |
Year | Title | Type | Cited |
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2015 | The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market In: Journal of Finance. [Full Text][Citation analysis] | article | 17 |
2015 | The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum In: Journal of Finance. [Full Text][Citation analysis] | article | 6 |
2017 | Deleveraging Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
2008 | Differences of opinion, information and the timing of trades In: IESE Research Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Price efficiency and short selling In: IESE Research Papers. [Full Text][Citation analysis] | paper | 102 |
2011 | Price Efficiency and Short Selling.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | article | |
2008 | Expected returns and liquidity risk: Does entrepreneurial income matter? In: IESE Research Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Equity lending markets and ownership structure In: IESE Research Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | Análise Técnica: Sorte ou Realidade? In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 3 |
2016 | Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets In: Review of Financial Studies. [Full Text][Citation analysis] | article | 4 |
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