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Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis

Bohl, Martin T. - 2012

Short sellers are routinely blamed for destabilizing stock markets by exacerbating deviations from fundamental values. In response, regulators periodically impose short sale constraints aimed at preventing excessive stock market declines. One explanation is that policy makers regard short...

Persistent link: https://www.econbiz.de/10013114147

A Network Visualization Approach and Global Stock Market Integration

Buckle, Mike - 2015

This paper utilizes the daily prices of the market indices in 57 countries across the world from 2nd January 1997 to 30th August 2012 to examine the potential stock market integration structure by applying a network visualization approach (with both MST network and Graph network), we seek to...

Persistent link: https://www.econbiz.de/10013028942

Fire Sales and Contagion in Financial Assets

Geertsema, Paul - 2014

I present a model of fire sales incorporating multiple investors with overlapping asset holdings and heterogeneous leverage constraints. Negative price shocks force asset sales which in turn depress prices, triggering additional forced selling and price declines in a self-reinforcing negative...

Persistent link: https://www.econbiz.de/10013040379

Short-selling bans around the world : evidence from the 2007 - 09 crisis

Beber, Alessandro; Pagano, Marco - 2010

Most stock exchange regulators around the world reacted to the 2007-2009 crisis byimposing bans or regulatory constraints on short-selling. Short-selling restrictions wereimposed and lifted at different dates in different countries, often applied to different sets ofstocks and featured different...

Persistent link: https://www.econbiz.de/10011382070

Flash Crashes on Sovereign Bond Markets - EU Evidence

Bouveret, Antoine; Haferkorn, Martin; Gaetano, Gaetano; … - 2022

The development of electronic and automated trading in sovereign bond markets has been accompanied by a more frequent occurrence of flash crashes, i.e., episodes of sudden and abrupt price changes that are to a large extent reversed shortly afterwards. We focus our analysis on two flash events...

Persistent link: https://www.econbiz.de/10013291532

Flash Crashes on Sovereign Bond Markets – EU Evidence

Panzarino, Onofrio; Marseglia, Gaetano; Bouveret, Antoine; … - 2023

The development of electronic and automated trading in sovereign bond markets has been accompanied by a more frequent occurrence of flash crashes, i.e. episodes of sudden and abrupt price changes that are to a large extent reversed shortly afterwards. We focus our analysis on two flash events in...

Persistent link: https://www.econbiz.de/10014351399

Brexit and the implications for financial services : edited by Patricia Jackson, introduced by Morten Balling, Ernest Gnan and Patricia Jackson; contributions by Franklin Allen, John Armour, Morten Balling, Anthony Belchambers, Jon Danielsson, Ernest Gnan, Charles Grant, Piers Haben, Patricia Jackson, Robert Macrae, Eva Micheler, Menno Middeldorp, Peter Praet, Kathleen Tyson

Jackson, Patricia; Balling, Morten; Gnan, Ernest; … - Conference on "Brexit and the Implications for …; … - 2017

On 23rd February 2017, SUERF and EY organized a conference on "Brexit and the Implications for Financial Services" at EY's offices, Churchill Place, Canary Wharf, London. While the outcome of the Brexit negotiations remains highly uncertain, the conference discussed the burning questions for...

Persistent link: https://www.econbiz.de/10011712197

Hidden consequences of consumer protection on the financial market : regulation-introduced bias

Šindelář, Jiří; Budinský, Petr - In: Prague economic papers : a bimonthly journal of … 33 (2024) 3, pp. 277-318

protection regulation on the financial market. Through a questionnaire survey, we have measured the effect of selected consumer … common elements of financial regulation, such as bank deposit insurance, corporate bond prospectus, licenced fund management …

Persistent link: https://www.econbiz.de/10015054101

Financial market regulation in Germany under the special focus of capital requirements of financial institutions

Detzer, Daniel - 2014

This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in … Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the … models for financial regulation is problematic. Finally, some suggestions of how the problems could be addressed are given. …

Persistent link: https://www.econbiz.de/10010256881

Does objectives-based financial regulation imply a rethink of legislatively mandated economic regulation? : the case of Hong Kong and twin peaks financial sector regulation

Michael, Bryane - 2015

-based legislation - and the frequent principles-based regulation underpinned by such legislation - represents a stark departure from … regulation in Hong Kong - in the form of a Twin Peaks regulatory structure. A focus on the objectives of achieving financial …

Persistent link: https://www.econbiz.de/10010493935