Short selling ETFs
We provide novel evidence that arbitrageurs use exchange-traded funds (ETFs) as an avenue to circumvent short-sale constraints at the stock level. Using a large sample of U.S. equity ETF holdings, we document that shorting activity on ETFs rises with the difficulty of shorting underlying stocks. Sto...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2022
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| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/5315 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6314/viewcontent/SSRN_id2836518.pdf |
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| 機構: | Singapore Management University |
| 語言: | English |