PulseExploreJournal ClubDebatesTrendingResearchersJournals
Instagram
HomeExploreJournal ClubTrending
Synapse
⌘+K
Synapse
December 16, 2017The Journal of Finance231 citations

Short‐Selling Risk

View Full Paper
JEJoseph EngelbergARAdam V. ReedMRMatthew C. Ringgenberg

Key Points

Key points are not available for this paper at this time.

Abstract

ABSTRACT Short sellers face unique risks, such as the risk that stock loans become expensive and the risk that stock loans are recalled. We show that short‐selling risk affects prices among the cross‐section of stocks. Stocks with more short‐selling risk have lower returns, less price efficiency, and less short selling.

Ask AI
Helpful
Bookmark
Share
View Full Paper

Cite This Study

Engelberg et al. (2017) studied this question.

synapsesocial.com/papers/69d7b6b01f14cb2b27b8a7f2https://doi.org/10.1111/jofi.12601
Ask AI
Helpful
Bookmark
Share
View Full Paper