# Professor Itamar Drechsler's joint research on asset pricing is referenced

1 Faculty News May 14, 2018 ![ETF.com logo 192 x 144](/sites/default/files/styles/246w/public/assets/images/etf192x144.jpg?itok=C8lTqgkn)>

Excerpt from [ETF.com](http://www.etf.com/sections/index-investor-corner/swedroe-risks-short-selling?nopaging=1) -- "In addition, [Itamar Drechsler](http://www.stern.nyu.edu/faculty/bio/itamar-drechsler) and Qingyi Drechsler, authors of the July 2014 study 'The Shorting Premium and Asset Pricing Anomalies,' found that about one-quarter of 'on special' stocks migrate into lower-cost buckets each month. In other words, underperformance tends to be fleeting."

[Read more](http://www.etf.com/sections/index-investor-corner/swedroe-risks-short-selling?nopaging=1)