Research

Short-selling, the supply side: Are lenders price makers?

On the optimality of the deposit insurance premium

Does Private Means Better? A Water and Sanitation Quasi-Experimental Design

No-arbitrage matrices of exchange rates: Some characterizations

Unskilled fund managers: Replicating active fund performance with few ETFs

Price Transparency in OTC Equity Lending Markets: Evidence From a Loan Fee Benchmark

The short-selling skill of institutions and individuals

Well-Connected Short-Sellers Pay Lower Loan Fees: A Market-Wide Analysis

Long-term stock returns in Brazil: Volatile equity returns for U.S.-like investors

Variance Premium and Implied Volatility in a Low-Liquidity Option Market