Wednesday, December 2, 2009

New Paper!

I haven't reached that stage in my career in which I can write 10 great papers per year (hope springs eternal so maybe one day...), so I'm happy whenever I have something.

"Equity Lending Markets and Ownership Structure" is joint work with Jason Sturgess (now at Georgetown) and it talks about how equity lending markets are influenced by institutional ownership structure. We are currently exploring how previous results on return predictability given short selling demand shocks are influenced by ownership measures.

Here is the link if you're interested:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1509650

Comments are more than welcome!

1 comment:

  1. Congrats champ. You deserve it!

    jac

    ReplyDelete