Title:

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

Authors:

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

Journal:

Review Of Financial Studies

Year:

2016

Volume:

29

Number:

12

Pages:

3211-3244

JEL codes:

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