DP11993 Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds

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Author(s): Elisabeth Kempf, Alberto Manconi, Massimo Massa
Publication Date: April 2017
Keyword(s): Securitization; Securities lending; Informed trading
JEL(s): G01, G14, G23
Programme Areas: Financial Economics
Link to this Page: www.cepr.org/active/publications/discussion_papers/dp.php?dpno=11993