A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market
By Adam Kolasinski, Adam V. Reed, Matthew C. Ringgenberg. 2013
174 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f9f02b61a04923a5d7502d0f0d33c0bebdbd9419
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
- Matthew C. Ringgenberg
- Adam V. Reed
- Joseph E. Engelberg
- Thomas Renault
- Colm Kearney
- Shan Liu
- Darrell Duffie
- D. Sosyura
Citations in the corpus
- How are shorts informed (2012, methodology): “Our data on rebate rates come from a proprietary database on equity loan transactions as described in Kolasinski, Reed, and Ringgenberg (2011).”
- Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets (2016, unknown): “We show that institutional ownership is not a sufficient statistic to proxy for lending supply as is often assumed in the literature (see Asquith et al. 2005; Lamont 2012; Nagel 2005; Akbas et al. 2008; Kolasinski et al. 2013 among others).”
- Sparse Signals in the Cross‐Section of Returns (2018, unknown): “The Dow Jones news archives have been used in many prior studies (Kolasinski et al., 2013; Shroff et al., 2013; Dai et al., 2014).”
- Does the media spotlight burn or spur innovation? (2020, unknown): “We estimate news coverage by using RavenPack, a comprehensive news database that has been widely used in the literature (e.g., Kolasinski, Reed, and Ringgenberg, 2013; Dang, Moshirian, and Zhang, 2014; Shroff, Verdi, and Yu, 2014; Dai, Parwada, Zhang, 2015; Rogers, Skinner, and Zechman, 2016; Wang,…”
- In Short Supply: Short Sellers and Stock Returns (2015, unknown): “Several studies argue that the market for equity and the market for security lending should be studied jointly (Geczy, Musto, and Reed 2002; Blocher et al. 2013; Engelberg et al. 2013; and Kolasinski et al. 2013).”