Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets

By Melissa Porras Prado, Pedro A. C. Saffi, Jason Sturgess. 2016

113 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/ecd0154ba8633c15d5e26115ab95d31b5c1653a4

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. Matthew C. Ringgenberg
2. Guofu Zhou
3. David E. Rapach

In Finance

1. David E. Rapach
2. Guofu Zhou
3. Matthew C. Ringgenberg
4. Paresh Kumar Narayan
5. Rangan Gupta
6. Allan G. Timmermann
7. Bradley S. Paye
8. Peter A. Forsyth

Citations in the corpus

• Short Interest and Aggregate Stock Returns (2016, methodology): “Using the Data Explorers database, Prado, Saffi, and Sturgess (2014) document a significant increase in the supply of shares available to be borrowed from 2005 to 2010.”