Regulatory uncertainty and market liquidity : the 2008 short sale ban's impact on equity option markets
Year of publication: |
2011
|
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Authors: | Battalio, Robert H. ; Schultz, Paul H. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 66.2011, 6, p. 2013-2053
|
Subject: | Leerverkauf | Short selling | Regulierung | Regulation | Wirkungsanalyse | Impact assessment | Aktienoption | Stock option | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | USA | United States |
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