3
H index
3
i10 index
347
Citations
University of Cambridge | 3 H index 3 i10 index 347 Citations RESEARCH PRODUCTION: 9 Articles 5 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 |
|---|---|
| The Review of Financial Studies | 2 |
| Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IESE Research Papers / IESE Business School | 4 |
| Year | Title of citing document |
|---|---|
| 2025 | Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225. Full description at Econpapers || Download paper |
| 2025 | How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241. Full description at Econpapers || Download paper |
| 2024 | Do Investors Undervalue Female Directors Due to Gender Role Stereotypes? Evidence from the United States. (2024). Ranjeeni, Kumari ; Naidu, Dharmendra. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:492-538. Full description at Econpapers || Download paper |
| 2024 | Are passive investors also passive voters? Evidence from securities lending by mutual funds. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202410. Full description at Econpapers || Download paper |
| 2025 | Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623. Full description at Econpapers || Download paper |
| 2025 | Hedge funds, short sales, and the 52-week high. (2025). Rui, Yixuan ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000644. Full description at Econpapers || Download paper |
| 2024 | Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427. Full description at Econpapers || Download paper |
| 2024 | The bright side of bank lobbying: Evidence from the corporate loan market. (2024). Wu, Eliza ; HASAN, IFTEKHAR ; To, Thomas Y ; Delis, Manthos D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000531. Full description at Econpapers || Download paper |
| 2024 | Majority-of-the-minority shareholder votes and investment efficiency. (2024). McGuinness, Paul B ; Cao, Ning. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001184. Full description at Econpapers || Download paper |
| 2025 | Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298. Full description at Econpapers || Download paper |
| 2025 | Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms. (2025). Si, Haitao ; Zhu, Dandan ; Li, Yuyan ; Jin, Xianzhe. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000342. Full description at Econpapers || Download paper |
| 2024 | Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?. (2024). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539824000112. Full description at Econpapers || Download paper |
| 2024 | Policy uncertainty, bad news disclosure, and stock price crash risk. (2024). Yi, Yao ; Wang, Jundong ; Tseng, Kevin ; Kim, Jeong-Bon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000471. Full description at Econpapers || Download paper |
| 2025 | Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336. Full description at Econpapers || Download paper |
| 2024 | Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Xu, Zhiwei ; Hua, Xia ; Ren, Pengyue ; Li, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025. Full description at Econpapers || Download paper |
| 2024 | Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Bai, Xuelian ; He, Meng ; Zhang, Junrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400125x. Full description at Econpapers || Download paper |
| 2024 | Investing while lending: Do index funds improve managerial information disclosure?. (2024). Xu, Zijin ; Dong, Yunhe ; Yang, Xing ; Luo, Haoyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001790. Full description at Econpapers || Download paper |
| 2024 | Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy. (2024). Xie, Yuxuan ; Mi, Xianhua ; Lan, Qiujun ; Zhang, Chunyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003922. Full description at Econpapers || Download paper |
| 2025 | Does short-selling threat potentially influence corporate risk-taking? Evidence from equity lending supply. (2025). Gao, Xin ; Lan, GE ; Li, Donghui ; Zhou, Hang ; Zheng, Xiaolan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007919. Full description at Econpapers || Download paper |
| 2025 | Is faster information transmission always better?. (2025). Wang, Yiming ; Yan, YU ; Tong, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000169. Full description at Econpapers || Download paper |
| 2024 | Strategic trading as a response to short sellers. (2024). Tubaldi, Roberto ; Massa, Massimo ; di Maggio, Marco ; Franzoni, Francesco. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000296. Full description at Econpapers || Download paper |
| 2024 | Margin trading, short selling, and information asymmetry. (2024). Zhang, Yeqing ; Xu, Minggang. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000442. Full description at Econpapers || Download paper |
| 2025 | Institutional ownership and bank failure. (2025). Elyasiani, Elyas ; Jia, Jingyi. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001517. Full description at Econpapers || Download paper |
| 2025 | Short selling and product market competition. (2025). Matta, Rafael ; Rocha, Sergio H ; Vaz, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002498. Full description at Econpapers || Download paper |
| 2025 | How prevalent are short squeezes? Evidence from the US and Europe. (2025). Haas, Marlene ; Pirovano, Matteo ; Tengulov, Angel ; Allen, Franklin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000561. Full description at Econpapers || Download paper |
| 2024 | Short-covering bubbles. (2024). guimaraes, bernardo ; Pannella, Pierluca. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000528. Full description at Econpapers || Download paper |
| 2025 | Stealthy shorts: Informed liquidity supply. (2025). Goyal, Amit ; Reed, Adam V ; Smajlbegovic, Esad ; Soebhag, Amar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001631. Full description at Econpapers || Download paper |
| 2025 | Synthetic leverage and fund risk-taking. (2025). Fricke, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000439. Full description at Econpapers || Download paper |
| 2025 | Demographic changes and intergenerational reallocations in Brazil, 2003–2018. (2025). Turra, Cssio M ; Carrasco-Gutierrez, Carlos Enrique ; Correa, Charles H. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:30:y:2025:i:c:s2212828x25000015. Full description at Econpapers || Download paper |
| 2024 | How informed are international short sellers? Global and local industry concentration of short sellers. (2024). , Ruth ; Huszr, Zsuzsa R ; Duong, Truong X. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000501. Full description at Econpapers || Download paper |
| 2024 | Overconfidence, short selling, and corporate fraud: Evidence from China. (2024). Yuan, Yongqi ; Geng, Wenjun ; Zhang, Jing ; Cao, Guohua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000954. Full description at Econpapers || Download paper |
| 2024 | Short selling, informational efficiency, and extreme stock price adjustment. (2024). Fan, YI ; Gao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1009-1028. Full description at Econpapers || Download paper |
| 2024 | Short selling and de-zombification: Evidence from China. (2024). Zhu, Wenjun ; Tan, Ruipeng ; Pan, Lulu ; Wu, Huaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:86-102. Full description at Econpapers || Download paper |
| 2024 | The impact of foreign institutional investors on the information content of Chinese stock prices. (2024). Yu, Meixia ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005847. Full description at Econpapers || Download paper |
| 2024 | Price limits, informed trading, and information consumption. (2024). Luo, Yan ; Yang, Hao ; Ren, Haohan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002095. Full description at Econpapers || Download paper |
| 2025 | Does short selling affect corporate green transformation? —Evidence from China. (2025). Hou, Deshuai ; Wang, QI ; Sun, Qiong ; Chen, Ying. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000571. Full description at Econpapers || Download paper |
| 2024 | Short selling and firm investment efficiency. (2024). Yu, Chang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:2:d:10.1007_s11408-023-00442-1. Full description at Econpapers || Download paper |
| 2025 | Pairs trading in the German stock market: is there still life in the old dog?. (2025). Wilkens, Sascha. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:2:d:10.1007_s11408-025-00467-8. Full description at Econpapers || Download paper |
| 2024 | Retail shareholders and the efficacy of proxy voting: evidence from auditor ratification. (2024). Shipman, Jonathan E ; Kleppe, Tyler J ; Cassell, Cory A. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:1:d:10.1007_s11142-022-09719-8. Full description at Econpapers || Download paper |
| 2024 | Green finance: Evidence from large portfolios and networks during financial crises and recessions. (2024). Pedrini, Giulio ; Bonaccolto, Giovanni ; Argentiero, Amedeo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2474-2495. Full description at Econpapers || Download paper |
| 2025 | The impact of cryptocurrency heists on Bitcoins market efficiency. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2912-2929. Full description at Econpapers || Download paper |
| 2024 | Behavioral biases in short selling—An experimental study. (2024). Malul, Miki ; Rosenboim, Mosi ; Shavit, Tal ; Eskinazi, Naveh. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:2:p:748-757. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market In: Journal of Finance. [Full Text][Citation analysis] | article | 63 |
| 2015 | The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum.(2015) In: Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 2020 | The Big Short: Short Selling Activity and Predictability in House Prices In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Deleveraging Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
| 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 | 224 |
| 2011 | Price Efficiency and Short Selling.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | 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 | 2 |
| 2003 | Análise Técnica: Sorte ou Realidade? In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 3 |
| 2021 | Short-Sales Constraints and the Diversification Puzzle In: Management Science. [Full Text][Citation analysis] | article | 3 |
| 2024 | A Survey of Short-Selling Regulations In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 |
| 2016 | Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 43 |
| 2024 | Securities lending and information acquisition In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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