Devaney, Michael; Weber, William L. - In: Journal of Financial Economic Policy 5 (2013) 2, pp. 92-110
Purpose – The purpose of this paper is to investigate the effects of the 2008 SEC short-sell moratorium on regional …-sell moratorium. Design/methodology/approach – In total, six regional bank portfolios are derived and the beta coefficients from a … accounting for the short-sell moratorium. Data on 110 regional banks in six US regions from January 2002 to December 30, 2011 are …