Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2011.01700.x/fullpdf
Reference19 articles.
1. Efficient analytic approximation of American option values;Barone-Adesi;Journal of Finance,1987
2. Options and the bubble;Battalio;Journal of Finance,2006
3. Beber , Alessandro Marco Pagano 2010 Short-selling bans around the world: Evidence from the 2007-2009 crisis University of Amsterdam
4. Price formation and equilibrium liquidity in fragmented and centralized markets;Biais;Journal of Finance,1993
5. Boehmer , Ekkehart Charles Jones Xiaoyan Zhang 2009 Shackling short sellers: The 2008 shorting ban Columbia Business School
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