The 2011 European short sale ban : a cure or a curse?
Year of publication: |
August 2016
|
---|---|
Authors: | Félix, Luiz ; Kräussl, Roman ; Stork, Philip |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 25.2016, p. 115-131
|
Subject: | Short sale ban | Contagion risk | Financial stability | Option pricing | Implied jump risk | EU-Staaten | EU countries | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis | Finanzmarktregulierung | Financial market regulation | Leerverkauf | Short selling | Optionsgeschäft | Option trading | Derivat | Derivative |
-
Comparing the information in short sales and put options
Blau, Benjamin, (2013)
-
Securities Lending and Repos : Instruments and Strategies for Excess Return
Hohmann, Ralf, (2023)
-
Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul, (2014)
- More ...
-
The 2011 European Short Sale Ban: An Option Market Perspective
Kräussl, Roman, (2014)
-
The 2011 European short sale ban on financial stocks: A cure or a curse?
Félix, Luiz, (2013)
-
Implied Volatility Sentiment: A Tale of Two Tails
Stork, Philip, (2017)
- More ...