Dynamic equilibrium with costly short-selling and lending market

Journal

Review of Financial Studies

Subject

Finance

Publishing details

Review of Financial Studies 2023 Vol 37:2 p 444-506

Authors / Editors

Atmaz A; Bsak S; Ruan F

Biographies

Basak S

Publication Year

2023

Keywords

Short-selling; Stock lending; Belief disagreement; Shorting fee; Short interest; Predictive power; Volatility; Short-selling risk; GameStop