Título:

Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets

Autores:

Melissa Porras Prado (U Nova)
Pedro A. C. Saffi (U Cambridge)
Jason Sturgess (DePaul U)

Revista:

Review of Financial Studies

Ano:

2016

Volume:

29

Número:

12

Páginas:

3211-3244

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure