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Short sale bans may improve market quality during crises : new evidence from the 2020 Covid

Fohlin, Caroline; Lu, Zhikun; Zhou, Nan - 2022

In theory, banning short selling stabilizes stock prices but undermines pricing efficiency and has ambiguous impacts on market liquidity. Empirical studies find mixed and conflicting results. This paper leverages cross-country policy variation during the 2020 Covid crisis to assess differential...

Persistent link: https://www.econbiz.de/10013459916

How price limit affects the market efficiency in a short-sale constrained market? : evidence from a quasi-natural experiment

Chen, Haiqiang; Gu, Ming; Ni, Bo - In: Journal of empirical finance 73 (2023), pp. 22-39

Persistent link: https://www.econbiz.de/10014476987

Short sale bans may improve market quality during crises: new evidence from the 2020 Covid crash

Fohlin, Caroline; Lu, Zhikun; Zhou, Nan - 2022

In theory, banning short selling stabilizes stock prices but undermines pricing efficiency and has ambiguous impacts on market liquidity. Empirical studies find mixed and conflicting results. This paper leverages cross-country policy variation during the 2020 Covid crisis to assess differential...

Persistent link: https://www.econbiz.de/10013555729

The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery

Patel, Harihar; Guidi, Francesco - In: Research in international business and finance 70 (2024) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10015053314

Short sale bans may improve market quality during crises : new evidence from the 2020 Covid crash

Fohlin, Caroline; Lu, Zhikun; Zhou, Nan - 2022

Persistent link: https://www.econbiz.de/10013461165

Short selling and market anomalies

Wu, Juan Julie; Zhang, Andrew Jianzhong - In: Journal of financial markets 46 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012317882

Impact of short selling restrictions on informed momentum trading : Australian evidence

Gao, Yang; Leung, Henry - In: Pacific-Basin finance journal 45 (2017), pp. 103-115

Persistent link: https://www.econbiz.de/10011800846

Essays in financial economics

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

Failures to deliver, short sale constraints, and stock overvaluation

Autore, Don M.; Boulton, Thomas J.; Braga-Alves, Marcus V. - In: The financial review : the official publication of the … 50 (2015) 2, pp. 143-172

Persistent link: https://www.econbiz.de/10011282744

Short-sales constraints and liquidity change : cross-sectional evidence from the Hong Kong Market

Bai, Min; Qin, Yafeng - In: Pacific-Basin finance journal 26 (2014), pp. 98-122

Persistent link: https://www.econbiz.de/10010498757

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