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The Information Value of Stock Lending Fees: Are Lenders Price Takers?
16 references·1 citing·31 second hop
The Information Value of Stock Lending Fees: Are Lenders Price Takers? (2016)The Information Value of Stock Lending Fe…How are shorts informed? (2012)How are shorts informed?A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)A Simple Way to Estimate Bid‐…Short Sellers and Financial Misconduct (2010)Short Sellers and Financial M…Price Efficiency and Short Selling (2010)Price Efficiency and Short Se…Short-Sale Strategies and Return Predictability (2008)Short-Sale Strategies and Ret…Which Shorts Are Informed? (2007)Which Shorts Are Informed?The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Short interest, institutional ownership, and stock returns (2005)Short interest, institutional…Short‐Selling Prior to Earnings Announcements (2004)Short‐Selling Prior to Earnin…The market for borrowing stock (2002)The market for borrowing stockStocks are special too: an analysis of the equity lending market (2002)Stocks are special too: an an…Securities lending, shorting, and pricing (2002)Securities lending, shorting,…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…An Investigation of the Informational Role of Short Interest in the Nasdaq Market (2002)An Investigation of the Infor…Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…To own or not to own: Stock loans around dividend payments (2021)To own or not to own: Stock l…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Short Selling and the Price Discovery Process (2012)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity Risk and Expected Stock Returns (2003)Investor Information Demand: Evidence from Google Searches Around Earnings Announcements (2011)Corporate social responsibility performance and information asymmetry (2012)Replicating Anomalies (2018)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and the Informational Efficiency of Prices (2009)The Bargaining Problem (1950)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Search-Theoretic Models of the Labor Market: A Survey (2005)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The Noise Trader Approach to Finance (1990)Do Industries Explain Momentum? (1999)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Asset pricing with liquidity risk (2005)Bad Beta, Good Beta (2004)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 2002The market for borrowing stock1,161 cited
  • 2012A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices1,134 cited
  • 2005Short interest, institutional ownership, and stock returns1,012 cited
  • 2007Which Shorts Are Informed?966 cited
  • 2008Short-Sale Strategies and Return Predictability731 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 2010Price Efficiency and Short Selling669 cited
  • 2012How are shorts informed?667 cited
  • 2002An Investigation of the Informational Role of Short Interest in the Nasdaq Market633 cited
  • 2010Short Sellers and Financial Misconduct573 cited
  • 2004Short‐Selling Prior to Earnings Announcements567 cited
  • 2002Stocks are special too: an analysis of the equity lending market

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Cited by

  • 2021To own or not to own: Stock loans around dividend payments26 cited