Securities lending, shorting, and pricing

Author:

Duffie Darrell,Gârleanu Nicolae,Pedersen Lasse Heje

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference46 articles.

1. Short sales are almost instantaneously bad news;Aitken;Journal of Finance,1998

2. Apfel, R., Parsons, J., Schwert, W., Stewart, G., 2001. Short sales, damages and class certification in 10b-5 actions. NBER Working Paper 8618.

3. Asquith, P., Meulbroek, L., 1996. An empirical investigation of short interest. Unpublished working paper, Harvard Business School.

4. The Nash bargaining solution in economic modelling;Binmore;Rand Journal of Economics,1986

5. Is the abnormal return following equity issuances anomalous;Brav;Journal of Financial Economics,2000

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