Url : https://www.edhec.edu/fr/publications/undesirable-effects-banning-short-sales

Contents :
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

Language : English

Place of publishing : NICE

Material : Paper ; Electronic

Owner : Bibliothèque