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Vanderbilt University - Finance
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commodity investments, risk premia, smart beta, exchange traded funds
Short Sales, Hedge Funds, Mutual Funds, Incentives, Manipulation
Mutual Funds, Hedge Funds, Networks, Externalities
Short Selling, Supply and Demand, Equity Lending Market, Earnings Announcements, Dividends, Regulation
Informed trading, limits to arbitrage, price efficiency, short constraints, short volume, securities lending
Securities Lending, Short Selling, Lottery Stocks, Investor Disagreement
Informed trading, limits to arbitrage, return predictability, short covering, short interest, short volume
Equity Options, Short Sales Constraints, Return Predictability, Price Efficiency, Equity Lending Market
Benchmarks, Capital Asset Pricing Model, Hedge Funds
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investor preferences, benchmarks, capital asset pricing model, return predictability
Securities Lending, Short Selling, Limits to Arbitrage, Anomalies
risk shifting, hedge funds, commodity trading advisors, sharpe ratios
high frequency trading, phantom liquidity, limit order markets
