Sökning: "Short sale ban"

Hittade 4 uppsatser innehållade orden Short sale ban.

  1. 1. No Negativity Allowed During Uncertain Periods! A Comparison of short sale restriction during the Eurozone crisis and Covid-19 Pandemic

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Axel Löveråsen; Erik Tyrsing; [2022]
    Nyckelord :Short selling; Eurozone crisis; Covid-19 Pandemic; Volatility; Difference-in-Differences; Business and Economics;

    Sammanfattning : During uncertain periods, regulators have been known to restrict the ability to short sell in markets. The stated reason is to help calm the markets and to reduce the volatility. LÄS MER

  3. 2. 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

  4. 3. The Impact of Short Sale Bans on Option Trading Activity: Evidence from the Financial Crisis of 2007-2009 and its Aftermath

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Daniel Andersson; Erik Sellstedt; [2011]
    Nyckelord :Short sale ban; option market; market maker; financial crisis; fixed effects;

    Sammanfattning : In the second half of 2008, the financial turmoil reached its peak. The situation was characterized by declining markets and intense speculations on the default of financial institutions. Financial regulators around the world responded by banning short sales of stocks. In most cases, however, the bans did not restrict trading in options. LÄS MER

  5. 4. Short Sale Constraints: Effects on Crashes, Price Discovery, and Market Volatility

    Kandidat-uppsats, Internationella Handelshögskolan

    Författare :Alexander Ivan Soffronow Pagonidis; [2009]
    Nyckelord :short-selling; market efficiency; regulation; valuation; crashes;

    Sammanfattning : The recent SEC ban on short selling has presented an unrivaled opportunity to explore the effects of short selling constraints on crashes, market efficiency, and volatility. In this paper I carry out two groups of empirical tests on the individual banned stocks and a series of portfolios created from them: the first tests the hypothesis that short sale constraints increase the frequency and magnitude of crashes, by testing Hong & Stein’s (2003) model of market crashes. LÄS MER