Market quality and short-selling ban during the COVID-19 pandemic : a high-frequency data approach
Year of publication: |
2022
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Authors: | Ferreruela, Sandra ; Martín, Daniel |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 7, Art.-No. 308, p. 1-29
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Subject: | volatility | high-frequency activity | liquidity | market efficiency | short-selling restriction | slope of the limit order book | Coronavirus | Volatilität | Volatility | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Elektronisches Handelssystem | Electronic trading | Aktienmarkt | Stock market | Schätzung | Estimation | Leerverkauf | Short selling | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15070308 [DOI] hdl:10419/274830 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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