The Loan Fee Anomaly: A Short Seller’s Best Ideas

The authors thank Victoria Ivashina (the editor), an anonymous associate editor, an anonymous referee, David Chapman, Mike Cooper, Jesse Davis, Michael Gallmeyer, Andrei Gonçalves, Charles Jones, Juhani Linnainmaa, Elena Loutskina, Christian Lundblad, Pedro Matos, Paige Ouimet, Jeff Pontiff, Jacob Sagi, Michael Schill, Daniel Schmidt, Gill Segal, Andreas Statopoplous, Davide Tomio, Selim Topaloglu, participants at the 2022 American Finance Association Annual Meeting, the 2022 European Finance Association Annual Meeting, the 2021 SFS Cavalcade 2021, the 2021 Northern Finance Association conference, and seminar participants at the University of Virginia and the University of North Carolina at Chapel Hill. All errors are our own.