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An analysis of over-the-counter and centralized stock lending markets
Huszár, Zsuzsa R.; Prado, Melissa Porras - In: Journal of financial markets 43 (2019), pp. 31-53
Persistent link: https://www.econbiz.de/10012316295
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Short sales and fundamental value : explaining the REIT premium to NAV
Brounen, Dirk; Ling, David C.; Prado, Melissa Porras - In: Real estate economics : journal of the American Real … 41 (2013) 3, pp. 481-516
Persistent link: https://www.econbiz.de/10010199580
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Short Sales and Fundamental Value : Explaining the REIT Premium to NAV
Brounen, Dirk - 2012
This study explores the role of short sale constraints in explaining the variation in premiums to Net Asset Value (NAV) in REIT pricing. We use proprietary information on short sales between June 2006 and September 2008 to examine how short sales and short sale constraints affect the variation...
Persistent link: https://www.econbiz.de/10013116811
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Short Sales and Fundamental Value : Explaining the REIT Premium to NAV
Brounen, Dirk - 2013
This study explores the role of short sale constraints in explaining the variation in premiums to Net Asset Value (NAV) in REIT pricing. We use proprietary information on short sales between June 2006 and September 2008 to examine how short sales and short sale constraints affect the variation...
Persistent link: https://www.econbiz.de/10013090983