Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options-Reference-Cited by-同舟云学术

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Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options

Published:2022-04-25 Issue:3 Volume:77 Page:1787-1828
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

MURAVYEV DMITRIY,PEARSON NEIL D.,POLLET JOSHUA M.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13129

Reference37 articles.

1. Short interest, institutional ownership, and stock returns

2. Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

3. Short-Sale Constraints, Differences of Opinion, and Overvaluation

4. The good news in short interest

5. Shackling Short Sellers: The 2008 Shorting Ban

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Survey of Short-Selling Regulations;The Review of Asset Pricing Studies;2024-08-12

2. Strategic borrowing from passive investors;Review of Finance;2024-04-15

3. Collateral eligibility of corporate debt in the Eurosystem;Journal of Financial Economics;2024-03

4. Optimists, Pessimists and Stock Prices;SSRN Electronic Journal;2024

5. Dynamic Equilibrium with Costly Short-Selling and Lending Market;The Review of Financial Studies;2023-08-16

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