Price Efficiency and Short Selling

By Pedro A. C. Saffi, Kari Sigurdsson. 2011

618 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/da9021fd0079cfe08644a36c3e26fd18ec9d7cfa

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. J. Wu
2. Peter D. Wysocki
3. İ. Tuna
4. Scott A. Richardson
5. Ekkehart Boehmer
6. Massimo Massa
7. H. Zhang
8. Weibiao Xu

In Economics and Econometrics

1. J. Wu
2. Yan Luo
3. İ. Tuna
4. Peter D. Wysocki
5. Scott A. Richardson
6. M. Mckenzie
7. Weibiao Xu
8. Eric C. Chang

In Finance

1. J. Wu
2. İ. Tuna
3. Peter D. Wysocki
4. Massimo Massa
5. H. Zhang
6. Weibiao Xu
7. Wenlan Qian
8. Yan Luo

Citations in the corpus

• Worldwide reach of short selling regulations (2013, background): “Data Explorers data set can be found in Saffi and Sigurdsson (2011). 6 After merging the initial sample of ADRs with Data Explorers stock borrowing data and Datastream firm characteristics data, our final daily data sample has 1,601 ADRs to assess regulatory effectiveness.”
• Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market (2014, methodology): “We further examine the relation between price efficiency and short-selling/margin-trading activities using panel data (Saffi and Sigurdsson, 2011).”
• Short Selling and the Price Discovery Process (2013, background): “5 See, for example, Griffin, Kelly, and Nardari (2010) and Saffi and Sigurdsson (2011) for applications in an international context.”
• Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets (2016, neutral): “See Saffi and Sigurdsson (2011) for a detailed description.”
• In Short Supply: Short Sellers and Stock Returns (2015, neutral): “16 Saffi and Sigurdsson (2011) study the determinants of supply across 31 countries.”
• Competition of the Informed: Does the Presence of Short Sellers Affect Insider Selling? (2015, methodology): “While the standardization follows the literature convention (e.g., Saffi and Sigurdsson 2011), still we consider an alternative way of standardizing our main variables based on trading volume.”
• Accounting Anomalies and Fundamental Analysis: A Review of Recent Research Advances (2010, background): “As Saffi and Sigurdsson (2010) note, the typical wholesale lending fee is about 10 basis points for the largest securities in the US in recent years (see Table 1 of Saffi and Sigurdsson, 2010).”