The Term Structure of Short Selling Costs

DOI10.1093/ROF/RFAD009MaRDI QIDQ6119982zbMATH OpenOpenAlexFDO

Authors

Publication date 20 February 2024

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfad009

zbMATH Keywords

short salelimits to arbitragebehavioral asset pricingequity lendinginformation in option prices

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Recommendations

• What do short sellers know?
• How do short-sale costs affect put options trading? Evidence from separating hedging and speculative shorting demands
• Short selling with margin risk and recall risk
• Short sale constraints, correlation and market efficiency
• Predatory short selling

This page was built for publication: The Term Structure of Short Selling Costs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6119982)