Kari Sigurdsson

AQR Capital Management

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
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SSRN RANKINGS

Top 9,784

in Total Papers Downloads

3,709

CITATIONS
Rank 11,553

SSRN RANKINGS

Top 11,553

in Total Papers Citations

35

Scholarly Papers (3)

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 (3,091)
Citation 32

Abstract:

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

2.

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 (34,484)

Abstract:

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

3.

The Effect of New Money Inflows on the Flow-Performance Relationship in the U.S. Mutual Fund Industry

Number of pages: 31 Posted: 30 Apr 2004
Kari Sigurdsson
AQR Capital Management
Downloads 411 (53,753)
Citation 3

Abstract:

Mutual Funds, Flow-Performance Relationship, Portfolio Choice