The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs
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DOI: 10.1111/j.1468-2443.2005.00047.x
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References listed on IDEAS
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- Maoguo Wu & Hanyang Zhang & Kwok-Leung Tam, 2017. "Did the Introduction of Securities Margin Trading Decrease China¡¯s A-Share Market Volatility?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(3), pages 135-141, July.
- Larry Su & Elmina Homapour & Francisco Chiclana, 2022. "Short-Sale Constraints and Stock Prices: Evidence from Implementation of Securities Refinancing Mechanism in Chinese Stock Markets," Mathematics, MDPI, vol. 10(17), pages 1-21, September.
- Dufrénot, Gilles & Keddad, Benjamin, 2014.
"Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data,"
International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.
- Gilles Dufrénot & Benjamin Keddad, 2014. "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," Post-Print hal-01474429, HAL.
- Uwe Helmes & Julia Henker & Thomas Henker & Tom Smith, 2017. "Effect of the ban on short selling on market prices and volatility," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 727-757, September.
- Hansson, Fredrik & Rüdow Fors, Erik, 2009. "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics 365, University of Gothenburg, Department of Economics.
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