Likitapiwat, Tanakorn; Sirimon Treepongkaruna - In: Cogent economics & finance 10 (2022) 1, pp. 1-23
conduct difference-in-difference analyses and find that the uptick restriction on short selling worsens market quality with … Exchange of Thailand (SET). We investigate the causal effect of short selling restriction on return, volatility and market … quality from 2 September 2019 to 30 September 2020. Exploiting this short selling restriction as a natural experiment, we …