Short-sale constraints and efficiency of the spot–futures dynamics
DG McMillan, D Philip - International Review of Financial Analysis, 2012 - Elsevier
This paper studies the spot and futures cross-market efficiency implications of the regulatory
short-selling constraints imposed during the 2008–2009 financial crisis. We find that the …
short-selling constraints imposed during the 2008–2009 financial crisis. We find that the …
It's COVID-19 chaos! Is the temporary restriction on short selling in Thailand effective?
T Likitapiwat, S Treepongkaruna - Cogent Economics & Finance, 2022 - Taylor & Francis
This paper evaluates the effectiveness of the COVID-19 temporarily led restriction on short
selling by the Stock Exchange of Thailand (SET). We investigate the causal effect of short …
selling by the Stock Exchange of Thailand (SET). We investigate the causal effect of short …
Are shorts restricted when options are an option? Evidence from SEC Rule 201
R Brand, M Molnar, A Tengulov - Evidence from SEC Rule, 2021 - papers.ssrn.com
This paper investigates the effect of the current short-sale regulation, SEC Rule 201, on
cross-market trading and its impact on market quality. The evidence suggests that after Rule …
cross-market trading and its impact on market quality. The evidence suggests that after Rule …
What Does Academic Research Say about Short-Selling Bans?
S Alderighi, P Gurrola-Perez - 2020 - papers.ssrn.com
As a reaction to higher market volatility due to the global COVID-19 pandemic, in March
2020 some financial regulators imposed short-selling bans on equity markets. Their …
2020 some financial regulators imposed short-selling bans on equity markets. Their …
Options resilience during extreme volatility: Evidence from the market events of May 2010
Using intraday trades and quotes data, we study the stock options market before, during,
and after the market events of May 6, 2010. Focusing on the S&P 500 and S&P 100 stock …
and after the market events of May 6, 2010. Focusing on the S&P 500 and S&P 100 stock …
Options pricing and short‐selling in the underlying: Evidence from India
This study provides new insights into certain recent developments in derivatives trading in
India. Specifically, it examines the implications of introduction of short‐selling for pricing …
India. Specifically, it examines the implications of introduction of short‐selling for pricing …
[PDF][PDF] The 2008 Short-Sale Restriction on US Stocks and Its Impact on Their Futures and Corresponding ETFs
WEI Ran, ÖRS Evren - 2011 - 94.23.121.46
The US September 2008 short sale restriction provoked researchers to explore its various
effects. In this paper, three tests are run respectively on samples of equity market, single …
effects. In this paper, three tests are run respectively on samples of equity market, single …