Purpose: This study investigates the implementation of the short selling ban policy imposed by the Italian stock exchange on healthcare stock prices, as a tool to mitigate COVID-19 price effects. Important contributions are in terms of assessing (i) the effect of the temporary short selling ban...

This paper explores environments in which either the revelation or diffusion of information, or its incorporation into stock prices, is gradual, and develops appropriate estimation techniques. This paper has implications both for event study methodology and for understanding the process by which...

This paper explores environments in which either the revelation or diffusion of information, or its incorporation into stock prices, is gradual, and develops appropriate estimation techniques. This paper has implications both for event study methodology and for understanding the process by which...