Industry Articles
Here are links to what we consider
some of the best articles available
on securities lending:
Industry Press Articles
Please note that some sites
require subscriptions to the
publication.
Industry Reference Books and
Papers
-
In Introduction to
Securities Lending, 4th
Edition, Mark C. Faulkner,
Managing Director, Spitalfields Advisors, 2007
-
The Securities Lending
Yearbook, Spitalfields Advisors,
2007
-
Credit Crunch Case Study,
Spitalfields Advisors, 2008
-
Securities Lending
Transactions: Market
Development and Implications,
Technical Committee of the
International Organization
of Securities Commissions
(IOSCO) - Committee on
Payment and Settlement
Systems (CPSS), July 1999.
Academic Articles
-
Securities Lending, Shorting and
Pricing,
Darrell
Duffie, Nicolae Gârleanu
and Lasse Heje Pedersen,
January 17, 2002
-
Stocks
are Special Too:
An Analysis of the
Equity Lending Market,
Christopher
C. Geczy, David K.
Musto, and Adam V.
Reed, March 20, 2002
-
Lesser-Known
Aspects of Finance
Dragged Out of the
Shadows,
J.
Darrell Duffie, November
2001
-
The
Market for Borrowing
Stock,
Gene
D'Avolio, February
11, 2002
-
Short-Sale
Constraints and Stock
Returns,
Charles
M. Jones and Owen A. Lamont,
August 20, 2001
-
The
Bond/Old-Bond Spread,
Arvind
Krishnamurthy, May 1, 2002
-
Can
the Market Add and
Subtract? Mispricing
in tech stock carve-outs,
Owen
A. Lamont and Richard
H. Thaler, Graduate School
of Business, University
of Chicago.
-
Limited
Arbitrage in Equity
Markets,
Mark
Mitchell, Todd Pulvino
and Erik Stafford,
February 2002
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