predict future equity lending fees. In comparing two expected return measures, I find that a rational expected return has … stronger predictive power of future short selling activity and loan fees than an extrapolative expected return, suggesting that …

abnormal return of 1.0-1.4% on a monthly basis. Different placebo tests verify that the short-sale constraint originates from …

World on return on assets and Tobin’s Q in pooled regression models become weaker and less robust in the case of return on …

's institutional investor base and whether this association has implications for a firm's stock return volatility. The findings … return volatility. In contrast, improvements in disclosure quality are shown to produce contemporaneous increases in … resulting in higher transient institutional investor ownership experience subsequent increases in stock return volatility …