4
H index
4
i10 index
358
Citations
University of Cambridge | 4 H index 4 i10 index 358 Citations RESEARCH PRODUCTION: 8 Articles 4 Papers RESEARCH ACTIVITY: 18 years (2003 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psa530 |
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 |
The Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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IESE Research Papers / IESE Business School | 4 |
Year | Title of citing document |
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2023 | Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923. Full description at Econpapers || Download paper |
2023 | Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655. Full description at Econpapers || Download paper |
2023 | Does short sales deregulation affect qualitative information disclosure?. (2023). Chan, Kam C ; He, Jie. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1351-1380. Full description at Econpapers || Download paper |
2023 | The influence of corporate governance and financial constraints on the speed of employment adjustment: An analysis using mixedâ€effects models. (2020). Kao, Chunlin ; Chen, Mingyuan. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:439-463. Full description at Econpapers || Download paper |
2023 | Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549. Full description at Econpapers || Download paper |
2023 | How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment. (2023). Ni, BO ; Gu, Ming ; Chen, Haiqiang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:22-39. Full description at Econpapers || Download paper |
2023 | Co-illiquidity management. (2023). Rzenik, Aleksandra ; Massa, Massimo ; Hvidkjar, Soren. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000968. 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 | Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Hua, Xia ; Li, Jiaqi ; Xu, Zhiwei ; Ren, Pengyue. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025. Full description at Econpapers || Download paper |
2023 | Investor propensity to speculate and price delay in emerging markets. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300073x. Full description at Econpapers || Download paper |
2023 | The role of social capital in price efficiency: International evidence. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002569. Full description at Econpapers || Download paper |
2024 | Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Zhang, Junrui ; Bai, Xuelian ; He, Meng. 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). Yang, Xing ; Xu, Zijin ; Luo, Haoyi ; Dong, Yunhe. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001790. Full description at Econpapers || Download paper |
2023 | Circumventing SEC Rule 201 short sale restrictions with options. (2023). Switzer, Lorne N. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300363x. Full description at Econpapers || Download paper |
2023 | The impact of short selling on dividend smoothing. (2023). Wu, Qiang ; Samuel, Gilna ; Francis, Bill B. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000177. Full description at Econpapers || Download paper |
2023 | Political connections and short sellers. (2023). Feng, Hongrui ; Simkins, Betty ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002837. Full description at Econpapers || Download paper |
2023 | On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321. Full description at Econpapers || Download paper |
2023 | Short-selling threats and bank risk-taking: Evidence from the financial crisis. (2023). Nguyen, Hong Thoa ; Lin, Chih-Yung ; Hasan, Iftekhar ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000596. Full description at Econpapers || Download paper |
2023 | Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2023). Palan, Stefan ; Stockl, Thomas ; Merl, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622000899. Full description at Econpapers || Download paper |
2023 | The unintended consequence of collateral-based financing: Evidence from corporate cost behavior. (2023). Chen, Zhihua ; Lu, Chun ; Li, Tongxia. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:1:s1815566922000339. Full description at Econpapers || Download paper |
2023 | Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000847. Full description at Econpapers || Download paper |
2023 | Short-selling and corporate default risk: Evidence from China. (2023). Wang, Song ; Li, Xinyu ; Huang, Haozheng ; Meng, Qingbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:398-417. Full description at Econpapers || Download paper |
2023 | Stock hyping before auction-style SEOs: Are primary market investors misled?. (2023). Zhang, QI ; Liu, Jinzhao ; Gao, Shenghao ; Zhou, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:123-140. Full description at Econpapers || Download paper |
2024 | Short selling, informational efficiency, and extreme stock price adjustment. (2024). Gao, Yang ; Fan, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1009-1028. Full description at Econpapers || Download paper |
2023 | Costs of voting and firm performance: Evidence from RegTech adoption in Chinese listed firms. (2023). Yang, Shijie ; Li, Donghui ; Lan, GE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002549. Full description at Econpapers || Download paper |
2023 | Heterogeneous institutional investors, environmental information disclosure and debt financing pressure. (2023). Wang, Lei ; Qu, Jing ; Zhao, Jianyu. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:1:d:10.1007_s10997-021-09609-2. Full description at Econpapers || Download paper |
2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper |
2023 | Short Interest and Aggregate Stock Returns: International Evidence. (2023). Kacperczyk, Marcin ; Gorbenko, Arseny. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:4:p:691-733.. Full description at Econpapers || Download paper |
2023 | The Term Structure of Short Selling Costs*. (2023). Weitzner, Gregory. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:2125-2161.. Full description at Econpapers || Download paper |
2023 | Who monitors the monitors? An examination of listed companies in an emerging market context. (2023). Viviers, Suzette ; Mans-Kemp, Nadia ; Janse, Michael R. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:20:y:2023:i:3:d:10.1057_s41310-022-00165-1. Full description at Econpapers || Download paper |
2024 | Securities lending and information acquisition. (2024). Sturgess, Jason ; Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:287759. 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 | 60 |
2015 | The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum In: Journal of Finance. [Full Text][Citation analysis] | article | 52 |
2020 | The Big Short: Short Selling Activity and Predictability in House Prices In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
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 | 199 |
2011 | Price Efficiency and Short Selling.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 199 | 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 |
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 | 36 |
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