English
The undesirable effects of banning short sales.
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| 2 | Réserve - Ask a librarian [disponible] |
Adresse url : https://www.edhec.edu/fr/publications/undesirable-effects-banning-short-sales
Sommaire :
1. Who are the Short Sellers?
2. What Was the Impact of the Short Sale Ban on the Stocks That Were Off Limits?
3. Revisiting the Impact of the Ban on Short Selling on the Volatility of Markets and on the Off-Limits Stocks
4. The Impact of the Ban on the Volatility of Off-Limits Stocks and of the Markets: Noise or Systematic Risk?
5. Revisiting the Impact of the Ban on the Skewness of the Off-Limits Stocks and of the Market
6. Revisiting the Impact of the Ban on the Kurtosis of the Off-Limits Stocks and of the Markets
7. Lessons for the Future
8. Methodological Note
Appendix: Additional Robustness Checks of the Results
References
Langue : Anglais
Lieu d'édition : NICE
Propriétaire : Bibliothèque