My author page on SSRN:
1) Does Stock Manipulation Distort Corporate Invesment? The Role of Short Selling Costs and Share Repurchases (with Murillo Campello and Rafael Matta), 2016. (Under revision, JFE)
2) Hedge Fund Activism and Big Bears: The Role of Large Short Positions Disclosures (with Tao Li and Daheng Yang), Coming soon. 2018 INQUIRE Europe Research Award
Our results show that firms involving large short sellers have a higher probability of being targeted by activists. However, successful activist campaigns only generate abnormal long-run profits in the absence of large short sellers in target firms.
1) Short Sales Constraints and the Diversification Puzzle (with Adam Reed and Ed van Wesep), 2018. Forthcoming, Management Science.
3) The Big Short: Short Selling Activity and Predictability in House Prices (with Carles Vergara-Alert), 2017, Forthcoming, Real Estate & Economics.
4) 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)
5) 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.
7) Technical Analysis: Luck or Reality?, 2003, Revista Brasileira de Economia, 57(4).