Purpose Market volatility is subject to good or bad news and even responses to fake news
and policy changes. In this piece of work, the authors consider the effects of the recent …

Abstract In March 2020, six European countries imposed temporary short-selling bans to
prevent further stock price declines, to reduce volatility, and to ensure financial stability …

The ramifications of the Global Financial Crisis, which erupted in 2007, continue to surprise
not only the general public but also finance professionals, economists, and journalists …

After the COVID-19 crisis struck, equity prices abruptly plunged across the world. The clear
prospect of an almost unprecedented decrease in supply and demand, coupled with …

Responding to the dramatic price declines during the Covid-19 pandemic, six European
countries introduced short-selling bans in March 2020. We analyze how these restrictions …

We exploit announcements related to targeted longer-term financing operations (TLTROs)
as exogenous shocks in investor perceptions to test recent theories on bank funding liquidity …

The COVID-19 pandemic resulted in an extremely rare instance of a shock to global product
markets. Using quarterly data for a sample of 7,397 firms from 54 countries over the period …

In this paper, we focus on the impact of short selling restrictions on stock returns volatility. In
order to assess the potential effects econometrically, we apply two distinct versions of an …

This study examines the daily short-selling activities in the US market during the early 2020
outbreak of the COVID-19 global pandemic. Our findings indicate firms that are more …

We examine how the 2008 US short-selling ban on the stocks of financial institutions
impacted their equity tail risk. Using propensity score matching and difference-in-difference …