Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets-Reference-Cited by-同舟云学术

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Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Battalio Robert H.,Schultz Paul H.

Publisher

Elsevier BV

Reference30 articles.

1. Efficient Analytic Approximation of American Option Values;Giovanni Barone-Adesi;Journal of Finance,1987

2. Options and the Bubble;Robert Battalio;Journal of Finance,2006

3. Shackling Short Sellers: The 2008 Shorting Ban

4. Efficiency and the Bear: Short Sales and Markets Around the World;Arturo Bris;Journal of Finance,2007

5. CBOE Regulatory Circular RG08-118;CBOE Regulatory Circular RG08-117,2008

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Comparing the information in short sales and put options;Review of Quantitative Finance and Accounting;2013-04-25

2. The Options Market Maker Exception to SEC Regulation SHO;SSRN Electronic Journal;2012

3. The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks;Journal of Banking & Finance;2011-09

4. Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia;Accounting & Finance;2011-03-29

5. Informed Option Trading and Stock Market Mispricing;SSRN Electronic Journal;2011

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