Jank, S., Roling, C. and Smajlbegovic, E. (2021). Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices Journal of Financial Economics, 139(1):209--233.
Esad Smajlbegovic
University
Erasmus University Rotterdam
E-mail
Research field
Accounting and Finance
Interests
Asset Pricing, Finance, Market Microstructure, Financial Institutions
Website
Biography
Esad Smajlbegovic is an Associate Professor of Finance at the Erasmus School of Economics (Finance Group), Erasmus University Rotterdam, and a regular visiting researcher at the Deutsche Bundesbank. His main research interests are in financial markets and empirical asset pricing, with an emphasis on price efficiency, investor behavior, and short selling.
Key publication
Publications
Greppmair, S., Jank, S. and Smajlbegovic, E. (2023). On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic Journal of Banking and Finance, 147:.
Hanauer, MatthiasX., Lesnevski, P. and Smajlbegovic, E. (2023). Surprise in short interest Journal of Financial Markets, 65:.
Jank, S., Roling, C. and Smajlbegovic, E. (2021). Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices Journal of Financial Economics, 139(1):209--233.
Baltzer, M., Jank, S. and Smajlbegovic, E. (2019). Who trades on momentum? Journal of Financial Markets, 42:56--74.
Smajlbegovic, E. (2018). Regional Economic Activity and Stock Returns Journal of Financial and Quantitative Analysis, 54(3):1051--1082.