Pedro A C Saffi
Personal Details
First Name: | Pedro |
Middle Name: | A C |
Last Name: | Saffi |
Suffix: | |
RePEc Short-ID: | psa530 |
| |
http://www.pedrosaffi.com | |
Judge Business School University of Cambridge Trumpington Street Cambridge CB2 1AG United Kingdom | |
Affiliation
Judge Business School
University of Cambridge
Cambridge, United Kingdomhttp://www.jbs.cam.ac.uk/
RePEc:edi:jicamuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Saffi, Pedro A.C. & Sturgess, Jason, 2009. "Equity lending markets and ownership structure," IESE Research Papers D/836, IESE Business School.
- Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School.
- Saffi, Pedro & Sigurdson, Kari, 2008.
"Price efficiency and short selling,"
IESE Research Papers
D/748, IESE Business School.
- Pedro A. C. Saffi & Kari Sigurdsson, 2011. "Price Efficiency and Short Selling," The Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 821-852.
- Saffi, Pedro, 2008. "Expected returns and liquidity risk: Does entrepreneurial income matter?," IESE Research Papers D/749, IESE Business School.
Articles
- Adam V. Reed & Pedro A. C. Saffi & Edward D. Van Wesep, 2021. "Short-Sales Constraints and the Diversification Puzzle," Management Science, INFORMS, vol. 67(2), pages 1159-1182, February.
- Pedro A.C. Saffi & Carles Vergara‐Alert, 2020. "The Big Short: Short Selling Activity and Predictability in House Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1030-1073, December.
- Richardson, Scott & Saffi, Pedro A. C. & Sigurdsson, Kari, 2017. "Deleveraging Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(6), pages 2491-2522, December.
- Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess, 2016. "Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3211-3244.
- Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market," Journal of Finance, American Finance Association, vol. 70(5), pages 2309-2346, October.
- Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum," Journal of Finance, American Finance Association, vol. 70(6), pages 2901-2902, December.
- Pedro A. C. Saffi & Kari Sigurdsson, 2011.
"Price Efficiency and Short Selling,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 821-852.
- Saffi, Pedro & Sigurdson, Kari, 2008. "Price efficiency and short selling," IESE Research Papers D/748, IESE Business School.
- Saffi, Pedro A. C., 2003. "Análise Técnica: Sorte ou Realidade?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(4), October.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (3) 2008-10-21 2008-10-21 2010-02-20
- NEP-CFN: Corporate Finance (2) 2008-10-21 2010-02-20
- NEP-BAN: Banking (1) 2010-02-20
- NEP-DGE: Dynamic General Equilibrium (1) 2008-10-21
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