My author page on SSRN:
1) The Rise of the Equity Lending Market: Implications for Corporate Financial Policies (with Murillo Campello), 2016. Presented at the 2016 AFA Meeting.
2) Short Sales Constraints and the Diversification Puzzle (with Adam Reed and Ed van Wesep), 2016.
1) Deleveraging Risk (with Scott Richardson and Kari Sigurdsson), 2016, Forthcoming, JFQA.
Surprinsingly, highly shorted stocks tend to have extreme positive returns during times of funding illiquidity. Winner - Inquire Europe Award. Presented at the 2013 EFA and 2014 AFA Meetings
2) The Big Short: Short Selling Activity and Predictability in House Prices (with Carles Vergara-Alert), 2017, Forthcoming, Real Estate Economics.
We show that short sales constraints of Real Estate Investment Trusts (REITs) can forecast next month's future house prices. .
3) Ownership Structure, Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets (with Melissa Porras Prado and Jason Sturgess), 2016, Review of Financial Studies, 29(12), 3211-3244. (Editor's Choice article)
4) The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market (with Reena Aggarwal and Jason Sturgess), 2016, Journal of Finance 70(5), 2309-2346.
6) Technical Analysis: Luck or Reality?, 2003, Revista Brasileira de Economia, 57(4).