Esad Smajlbegovic

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Assistant Professor

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

http://sites.google.com/site/esmajlbe/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 19,365

SSRN RANKINGS

Top 19,365

in Total Papers Downloads

3,085

SSRN CITATIONS
Rank 19,337

SSRN RANKINGS

Top 19,337

in Total Papers Citations

26

CROSSREF CITATIONS

27

Scholarly Papers (6)

1.

Dissecting Short-Sale Performance: Evidence from Large Position Disclosures

Number of pages: 69 Posted: 17 Jul 2015 Last Revised: 24 Sep 2020
Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 740 (40,911)
Citation 13

Abstract:

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Short-sale performance, Anomalies, Hedge funds, Fund attributes

2.

Regional Economic Activity and Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 80 Posted: 02 Nov 2013 Last Revised: 16 Feb 2018
Esad Smajlbegovic
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 603 (53,734)
Citation 2

Abstract:

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Regional Economic Activity, Stock Returns, Cashflows, Mispricing, Limits to Arbitrage

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71 Posted: 10 Jul 2016 Last Revised: 01 Nov 2019
Stephan Jank, Christoph Roling and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 313 (116,037)
Citation 11

Abstract:

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short selling, transparency, investor behavior, stock market efficiency

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Bundesbank Discussion Paper No. 25/2016
Number of pages: 60 Posted: 14 Jul 2016
Stephan Jank, Christoph Roling and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 218 (167,733)

Abstract:

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short selling, transparency, investor behavior, stock market efficiency

4.
Downloads 514 ( 65,536)
Citation 7

Who Trades on Momentum?

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 02 Nov 2014 Last Revised: 30 Aug 2018
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 337 (106,982)
Citation 10

Abstract:

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momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors

Who Trades on Momentum?

Bundesbank Discussion Paper No. 42/2014
Number of pages: 56 Posted: 21 Jun 2016
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 177 (203,245)

Abstract:

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momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors

5.

Surprise in Short Interest

Number of pages: 57 Posted: 24 Nov 2020
Matthias X. Hanauer, Pavel Lesnevski and Esad Smajlbegovic
Technische Universit√§t M√ľnchen (TUM), University of Mannheim - Department of International Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 427 (82,153)

Abstract:

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informed short selling, fundamentals, mispricing

6.

On the Importance of Fiscal Space: Evidence from Short Sellers during the COVID-19 Pandemic

Number of pages: 86 Posted: 23 Jul 2020 Last Revised: 03 Mar 2021
Stefan Greppmair, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 270 (136,390)
Citation 1

Abstract:

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COVID-19 pandemic, short selling, fiscal space, institutional investors