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Stocks are special too: an analysis of the equity lending market
16 references·16 citing·33 second hopsampled
Stocks are special too: an analysis of the equity lending market (2002)Stocks are special too: an analysis of th…The Role of Lockups in Initial Public Offerings (2003)The Role of Lockups in Initia…The market for borrowing stock (2002)The market for borrowing stockShort-sale constraints and stock returns (2002)Short-sale constraints and st…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Is the abnormal return following equity issuances anomalous? (2000)Is the abnormal return follow…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The New Issues Puzzle (1995)The New Issues PuzzleThe Limits of Arbitrage (1995)The Limits of ArbitrageReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …The market for corporate control (1983)The market for corporate cont…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Rumor Has It: Sensationalism in Financial Media (2015)Rumor Has It: Sensationalism …The option to stock volume ratio and future returns (2012)The option to stock volume ra…Valuation in Over-the-Counter Markets (2007)Valuation in Over-the-Counter…Supply and Demand Shifts in the Shorting Market (2007)Supply and Demand Shifts in t…Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market (2007)Short‐Sales Constraints and P…Analyst Disagreement, Mispricing, and Liquidity* (2007)Analyst Disagreement, Mispric…Valuation in Over-the-Counter Markets (2006)Valuation in Over-the-Counter…Investor Sentiment and Pre‐IPO Markets (2006)Investor Sentiment and Pre‐IP…Do Short Sellers Target Firms with Poor Earnings Quality? Evidence from Earnings Restatements (2006)Do Short Sellers Target Firms…Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis (2005)Separating Winners from Loser…Limited arbitrage and short sales restrictions: evidence from the options markets (2004)Limited arbitrage and short s…Chapter 15 Anomalies and market efficiency (2003)Chapter 15 Anomalies and mark…The bond/old-bond spread (2002)The bond/old-bond spreadLimited Arbitrage in Equity Markets (2002)Limited Arbitrage in Equity M…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Does the Stock Market Overreact? (1985)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Market liquidity and volume around earnings announcements (1994)Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The relationship between return and market value of common stocks (1981)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Management ownership and market valuation (1988)Agency Theory: An Assessment and Review (1989)A Survey of Corporate Governance (1997)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1983The market for corporate control4,145 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 2002The market for borrowing stock1,161 cited
  • 2002Short-sale constraints and stock returns899 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2000Is the abnormal return following equity issuances anomalous?770 cited
  • 2003The Role of Lockups in Initial Public Offerings

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409 cited

Cited by

  • 2002Anomalies and Market Efficiency547 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 2002The bond/old-bond spread514 cited
  • 2003Chapter 15 Anomalies and market efficiency503 cited
  • 2007Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market484 cited
  • 2007Supply and Demand Shifts in the Shorting Market478 cited
  • 2004Limited arbitrage and short sales restrictions: evidence from the options markets435 cited
  • 2002Limited Arbitrage in Equity Markets411 cited
  • 2006Investor Sentiment and Pre‐IPO Markets408 cited
  • 2005Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis361 cited
  • 2012The option to stock volume ratio and future returns356 cited
  • 2006Valuation in Over-the-Counter Markets338 cited
  • 2007Analyst Disagreement, Mispricing, and Liquidity*337 cited
  • 2006Do Short Sellers Target Firms with Poor Earnings Quality? Evidence from Earnings Restatements318 cited
  • 2002Anomalies and Market Efficiency300 cited
  • 2015Rumor Has It: Sensationalism in Financial Media288 cited