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The 2011 European short sale ban on financial stocks : a cure or a curse?
Félix, Luiz; Kräussl, Roman; Stork, Philip - 2013
Did the August 2011 European short sale bans on financial stocks accomplish their goals? In order to answer this question, we use stock options' implied volatility skews to proxy for investors' risk aversion. We find that on ban announcement day, risk aversion levels rose for all stocks but more...
Persistent link: https://www.econbiz.de/10010201284
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The 2011 European short sale ban : a cure or a curse?
Félix, Luiz; Kräussl, Roman; Stork, Philip - In: Journal of financial stability 25 (2016), pp. 115-131
Persistent link: https://www.econbiz.de/10011704876
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The intertemporal mechanics of European stock price momentum
Stork, Philip - In: Studies in economics and finance 28 (2011) 3, pp. 217-232
Persistent link: https://www.econbiz.de/10009426775
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Modelling international financial markets : an empirical study
Stork, Philip - 1994
Persistent link: https://www.econbiz.de/10013288576
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Conditional heteroskedasticity, realignments and the European monetary system
Koedijk, Kees; Stork, Philip; Vries, Casper G. de - 1991
Persistent link: https://www.econbiz.de/10000824537
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Between realignments and intervention : the Belgian franc in the European Monetary System
Koedijk, Kees; Stork, Philip; Vries, Casper G. de - 1993
Persistent link: https://www.econbiz.de/10000122519
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An EMS target zone model in discrete time
Koedijk, Kees - In: Journal of applied econometrics 13 (1998) 1, pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
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De geloofwaardigheid van het EMS
Koedijk, Kees - In: Economisch statistische berichten : ESB 78 (1993) 20, pp. 959-962
Persistent link: https://www.econbiz.de/10001161635
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Stylized facts, realignments and investment strategies in the EMS
Koedijk, Kees - In: Econometric analysis of financial markets, (pp. 163-184). 1994
Persistent link: https://www.econbiz.de/10001284430
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Stock market interactions and the impact of macroeconomic news : evidence from high frequency data of European futures markets
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2006
Persistent link: https://www.econbiz.de/10003446407