1 Stocks are Special Too : An Analysis of the Equity Lending Market

@inproceedings{Geczy20011SA,
  title={1 Stocks are Special Too : An Analysis of the Equity Lending Market},
  author={Christopher C. Geczy and David K. Musto and Adam Victor Reed},
  year={2001}
}
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The multivariate regression is estimate over the period October

  • 020V i
  • through October
  • 1998
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