Details about Pedro A C Saffi

Access statistics for papers by Pedro A C Saffi.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: psa530

Working Papers

2024

1. Securities lending and information acquisition
   Discussion Papers, Deutsche Bundesbank

2009

2. Equity lending markets and ownership structure
   IESE Research Papers, IESE Business School View citations (2)

2008

3. Differences of opinion, information and the timing of trades
   IESE Research Papers, IESE Business School
4. Expected returns and liquidity risk: Does entrepreneurial income matter?
   IESE Research Papers, IESE Business School
5. Price efficiency and short selling
   IESE Research Papers, IESE Business School View citations (16)
   See also Journal Article Price Efficiency and Short Selling, The Review of Financial Studies, Society for Financial Studies (2011) View citations (199) (2011)

Journal Articles

2024

1. A Survey of Short-Selling Regulations
   The Review of Asset Pricing Studies, 2024, 14, (4), 613-639

2021

2. Short-Sales Constraints and the Diversification Puzzle
   Management Science, 2021, 67, (2), 1159-1182 View citations (3)

2020

3. The Big Short: Short Selling Activity and Predictability in House Prices
   Real Estate Economics, 2020, 48, (4), 1030-1073

2017

4. Deleveraging Risk
   Journal of Financial and Quantitative Analysis, 2017, 52, (6), 2491-2522 View citations (3)

2016

5. Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets
   The Review of Financial Studies, 2016, 29, (12), 3211-3244 View citations (43)

2015

6. The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market
   Journal of Finance, 2015, 70, (5), 2309-2346 View citations (64)
7. The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum
   Journal of Finance, 2015, 70, (6), 2901-2902 View citations (56)

2011

8. Price Efficiency and Short Selling
   The Review of Financial Studies, 2011, 24, (3), 821-852 View citations (199)
   See also Working Paper Price efficiency and short selling, IESE Research Papers (2008) View citations (16) (2008)

2003

9. Análise Técnica: Sorte ou Realidade?
   Revista Brasileira de Economia - RBE, 2003, 57, (4) View citations (3)