Sökning: "Anna Sofia Louise Karlsson"

Hittade 1 uppsats innehållade orden Anna Sofia Louise Karlsson.

  1. 1. Testing the effects of short-selling constraints in Europe using GARCH models

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kasper Uhd Jepsen; Anna Sofia Louise Karlsson; [2018]
    Nyckelord :GARCH; Short selling; short sale restrictions; EGARCH; volatility; Business and Economics;

    Sammanfattning : By betting on market downturns, short sellers make profits from asset declines. Thus, critics often blame short sellers for being responsible for market downturns and as a consequence, short selling restrictions became a popular phenomenon worldwide post the 2008 financial crisis. LÄS MER