Pedro A. C. Saffi

University of Cambridge - Judge Business School

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

http://www.pedrosaffi.com

  • University of Cambridge - Judge Business School

SCHOLARLY PAPERS

10

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7,680

SSRN CITATIONS
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SSRN RANKINGS

Top 7,288

in Total Papers Citations

61

CROSSREF CITATIONS

100

Scholarly Papers (10)

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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 Schroders Investment Management
Downloads 3,139 (3,827)
Citation 25

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Short sales constraints, market efficiency, equity lending markets, extreme returns

2.

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

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 06 Dec 2019
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 1,768 (9,999)
Citation 26

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Proxy Voting, Securities Lending, Institutional Investors

3.

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 Schroders Investment Management
Downloads 891 (28,360)
Citation 4

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Deleveraging, equity lending, short selling, arbitrage capital, funding capital

4.

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

Number of pages: 49 Posted: 17 Mar 2011 Last Revised: 06 Dec 2019
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 772 (34,595)
Citation 12

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Limits to Arbitrage, Equity Lending Markets, Short Selling, Ownership Structure, Arbitrage Risk

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 332 (99,061)

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6.

Short Sales Constraints and the Diversification Puzzle

Number of pages: 51 Posted: 28 Jul 2015 Last Revised: 11 Sep 2019
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 289 (115,231)
Citation 1

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Diversification discount, short-sales constraints, differences of beliefs, equity lending, conglomerates.

7.

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 284 (117,430)

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Trading volume, differences of opinion, information asymmetry

8.

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 174 (188,143)
Citation 1

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Housing prices, short sales, financial crisis, equity lending, REITs

9.

Securities Lending and Information Acquisition

Number of pages: 38 Posted: 01 Jul 2020
Stefan Greppmair, Stephan Jank, Pedro A. C. Saffi and Jason Sturgess
University of Mannheim - Finance Area, Deutsche Bundesbank, University of Cambridge - Judge Business School and Queen Mary University of London
Downloads 31 (502,553)

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Equity lending markets, mutual funds, short sales, short interest, price revelation, public disclosure

10.

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

Posted: 15 Dec 2015 Last Revised: 08 Aug 2020
Murillo Campello, Rafael Matta and Pedro A. C. Saffi
Cornell University - Samuel Curtis Johnson Graduate School of Management, SKEMA Business School - Université Côte d'Azur and University of Cambridge - Judge Business School

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Equity lending markets, short sales, corporate policies, share repurchases, investment, savings, trading frictions