Equity Options During the Shorting Ban of 2008
Author:
Publisher
MDPI AG
Link
http://www.mdpi.com/1911-8074/11/2/17/pdf
Reference23 articles.
1. A dynamic model for hard-to-borrow stocks;Avellaneda;Risk,2009
2. Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks
3. Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
4. The Pricing of Options and Corporate Liabilities
5. Shackling Short Sellers: The 2008 Shorting Ban
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1. It’s COVID-19 chaos! Is the temporary restriction on short selling in Thailand effective?;Cogent Economics & Finance;2022-08-04
2. Options pricing and short‐selling in the underlying: Evidence from India;Journal of Futures Markets;2019-07-21
3. Short-Sale Constraints and Efficiency of the Spot-Futures Dynamics;SSRN Electronic Journal;2011
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