Fangcheng Ruan

Purdue University - Krannert School of Management

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

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Scholarly Papers (1)

1.

Dynamic Equilibrium with Costly Short-Selling and Lending Market

Number of pages: 53 Posted: 03 Feb 2020
Adem Atmaz, Suleyman Basak and Fangcheng Ruan
Purdue University - Krannert School of Management, London Business School and Purdue University - Krannert School of Management
Downloads 37 (452,913)

Abstract:

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short-selling, stock lending, belief disagreement, shorting fee, short interest, stock price, stock risk premium, volatility, short-selling risk, short-selling activity