Short‐Selling Risk

A-Tier
Journal: Journal of Finance
Year: 2018
Volume: 73
Issue: 2
Pages: 755-786

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:bla:jfinan:v:73:y:2018:i:2:p:755-786
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25