Author Page for Pedro A. C. Saffi

1.

Price Efficiency and Short Selling

AFA 2008 New Orleans Meetings Paper, IESE Business School Working Paper No. 748, Review of Finance Studies, Vol. 24, No. 3, pp. 821-852, 2011

Number of pages: 41 Posted: 04 Dec 2006 Last Revised: 07 Mar 2011

Pedro A. C. Saffi and Kari Sigurdsson

University of Cambridge - Judge Business School and AQR Capital Management

Downloads 2,524 (3,175)

Citation 34

Abstract:

2.

The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market

Journal of Finance, Forthcoming

Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 22 May 2015

Reena Aggarwal, Pedro A. C. Saffi and Jason Sturgess

Georgetown University - Robert Emmett McDonough School of Business, University of Cambridge - Judge Business School and Queen Mary University of London

Downloads 1,424 (9,800)

Citation 5

Abstract:

3.

Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets

Number of pages: 49 Posted: 17 Mar 2011 Last Revised: 10 Jul 2016

Melissa Porras Prado, Pedro A. C. Saffi and Jason Sturgess

Nova School of Business and Economics, University of Cambridge - Judge Business School and Queen Mary University of London

Downloads 623 (33,685)

Citation 2

Abstract:

4.

Deleveraging Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 48 Posted: 27 Nov 2012 Last Revised: 26 Aug 2016

Scott A. Richardson, Pedro A. C. Saffi and Kari Sigurdsson

AQR Capital Management, LLC, University of Cambridge - Judge Business School and AQR Capital Management

Downloads 414 (31,352)

Abstract:

5.

Expected Returns and Liquidity Risk: Does Entrepreneurial Income Matter?

IESE Business School Working Paper No. 749

Number of pages: 38 Posted: 09 Sep 2008

Pedro A. C. Saffi

University of Cambridge - Judge Business School

Downloads 317 (77,452)

Abstract:

6.

Differences of Opinion, Information and the Timing of Trades

IESE Business School Working Paper No. 747

Number of pages: 51 Posted: 10 Sep 2008

Pedro A. C. Saffi

University of Cambridge - Judge Business School

Downloads 263 (95,263)

Citation 1

Abstract:

7.

The Big Short: Short Selling Activity and Predictability in House Prices

46th Annual AREUEA Conference Paper

Number of pages: 50 Posted: 01 Dec 2010 Last Revised: 29 Sep 2016

Pedro A. C. Saffi and Carles Vergara-Alert

University of Cambridge - Judge Business School and University of Navarra - IESE Business School

Downloads 45 (221,480)

Abstract:

8.

Short Sales Constraints and the Diversification Puzzle

Number of pages: 68 Posted: 28 Jul 2015 Last Revised: 29 Apr 2016

Adam V. Reed, Pedro A. C. Saffi and Edward Dickersin Van Wesep

University of North Carolina Kenan-Flagler Business School, University of Cambridge - Judge Business School and University of Colorado at Boulder - Department of Finance

Downloads 25 (157,822)

Abstract:

9.

The Rise of the Equity Lending Market: Implications for Corporate Financial Policies

Number of pages: 44 Posted: 15 Dec 2015 Last Revised: 05 Jan 2016

Murillo Campello and Pedro A. C. Saffi

Cornell University and University of Cambridge - Judge Business School

Downloads 0 (100,945)

Pedro A. C. Saffi

University of Cambridge - Judge Business School

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Scholarly Papers (9)

Price Efficiency and Short Selling

Abstract:

The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market

Abstract:

Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets

Abstract:

Deleveraging Risk

Abstract:

Expected Returns and Liquidity Risk: Does Entrepreneurial Income Matter?

Abstract:

Differences of Opinion, Information and the Timing of Trades

Abstract:

The Big Short: Short Selling Activity and Predictability in House Prices

Abstract:

Short Sales Constraints and the Diversification Puzzle

Abstract:

The Rise of the Equity Lending Market: Implications for Corporate Financial Policies

Abstract:

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