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"Shooting the messenger?" : the impact of short sale bans in times of crisis
Appel, Ian; Fohlin, Caroline - 2011
United States. Furthermore, we find that bans on covered short sales generally succeeded in lowering volatility. Banning … (temporarily) stemming liquidity loss during crises. -- short selling ban ; liquidity ; volatility …
Persistent link: https://www.econbiz.de/10008806365
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Intradaily patterns in the Korean index futures market
Copeland, Laurence S.; Jones, Sally-Anne - In: Asian economic journal : journal of the East Asian … 16 (2002) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10001695928
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Is market liquidity less resilient after the financial crisis? : evidence for US treasuries
Broto, Carmen; Lamas, Matías - 2019
Persistent link: https://www.econbiz.de/10012114021
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Is market liquidity less resilient after the financial crisis? : evidence for US Treasuries
Broto, Carmen; Lamas, Matías - In: Economic modelling 93 (2020), pp. 217-229
Persistent link: https://www.econbiz.de/10012430136
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Finanzmärkte in der Krise? : Zur Abkoppelung des Finanzsektors von der Realwirtschaft
Menkhoff, Lukas; Tolksdorf, Norbert - 1999
Persistent link: https://www.econbiz.de/10001401288
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Financial market drift : decoupling of the financial sector from the real economy?
Menkhoff, Lukas; Tolksdorf, Norbert - 2001
Persistent link: https://www.econbiz.de/10001520252
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The dynamic relation between returns, trading volume, and volatility : lessons from spillovers between Asia and the United States
Ge̜bka, Bartosz - In: Bulletin of economic research 64 (2012) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10009488143
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Dynamic Relationship between Stock Return, Trading Volume, and Volatility in the Stock Exchange of Thailand : Does the US Subprime Crisis Matter?
Jiranyakul, Komain - 2016
volatility in the Thai stock market. The main findings are that trading volume plays a dominant role in the dynamic relationships …. Specifically, trading volume causes both return and return volatility when the US subprime crisis is taken into account. The …
Persistent link: https://www.econbiz.de/10012979314