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Short Sale Constraints and Single Stock Futures Introductions
Gagnon, Louis - In: Financial Review 53 (2018) 1, pp. 5-50
Persistent link: https://www.econbiz.de/10012090107
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Short changed? The market's reaction to the short sale ban of 2008
Gagnon, Louis; Witmer, Jonathan - 2009
Do short sales restrictions have an impact on security prices? We address this question in the context of a natural experiment surrounding the short sale ban of 2008 using a comprehensive sample of Canadian stocks cross-listed in the U.S. Among financial stocks, which were singled out by the ban...
Persistent link: https://www.econbiz.de/10010279926
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Price and volatility transmission across borders
Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2006
Persistent link: https://www.econbiz.de/10003340355
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Information, trading volume, and international stock return comovements : evidence from cross-listed stocks
Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2006
Persistent link: https://www.econbiz.de/10003340387
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Information, trading volume, and international stock return comovements : evidence from cross-listed stocks
Gagnon, Louis; Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 953-986
Persistent link: https://www.econbiz.de/10003901213
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Short changed? : the market's reaction to the short sale ban of 2008
Gagnon, Louis; Witmer, Jonathan - 2009
Do short sales restrictions have an impact on security prices? We address this question in the context of a natural experiment surrounding the short sale ban of 2008 using a comprehensive sample of Canadian stocks cross-listed in the U.S. Among financial stocks, which were singled out by the ban...
Persistent link: https://www.econbiz.de/10003933290
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Multi-market trading and arbitrage
Gagnon, Louis; Karolyi, G. Andrew - In: Journal of financial economics 97 (2010) 1, pp. 53-80
Persistent link: https://www.econbiz.de/10003991429
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Distribution of ownership, short sale constraints, and market efficiency : evidence from cross-listed stocks
Gagnon, Louis; Witmer, Jonathan - In: Financial management 43 (2014) 3, pp. 631-670
Persistent link: https://www.econbiz.de/10011338982
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Information, trading volume and international stock market comovements
Gagnon, Louis; Karolyi, G. Andrew - In: The Japanese finance : corporate finance and capital …, (pp. 347-377). 2003
Persistent link: https://www.econbiz.de/10002949531
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Multi-market trading and arbitrage
Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101610