Trumpington Street
Cambridge, CB2 1AG
United Kingdom
http://www.pedrosaffi.com
University of Cambridge - Judge Business School
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Short sales constraints, market efficiency, equity lending markets, extreme returns
Proxy Voting, Securities Lending, Institutional Investors
Deleveraging, equity lending, short selling, arbitrage capital, funding capital
Limits to Arbitrage, Equity Lending Markets, Short Selling, Ownership Structure, Arbitrage Risk
Limits to Arbitrage, Dual Holders, Shareholder-Creditor Conflict, Short Selling, Equity Lending
Hedge fund activism, short selling, short position disclosure, equity lending
Diversification discount, short-sales constraints, differences of beliefs, equity lending, conglomerates.
Retail Liquidity Provider, Brazil, microstructure, regulatory changes
Private Equity, Access Privileges, Value Creation, Performance Persistence
Short selling costs, stock manipulation, informed trading, corporate investment, share repurchases
Trading volume, differences of opinion, information asymmetry
Equity lending markets, mutual funds, short sales, short interest, price revelation, public disclosure
Equity lending markets, mutual funds, short sales, short interest, price revelation, public disclosure.
Market efficiency, liquidity, regulation, securities lending, short selling
ETF, Synthetic Replication, Tracking Efficiency, Counterparty Risk, Liquidity, VIX, Distress
Mutual fund, employee satisfaction, performance, risk-taking, mergers
Housing prices, short sales, financial crisis, equity lending, REITs
Exchange-traded fund (ETF), launching, fund family, market concentration, externalities
Mutual Funds, sub-advisors, managerial turnover, return-chasing, competition.
Equity lending markets, short sales, corporate policies, share repurchases, investment, savings, trading frictions