Conference Proceedings

Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban

Bruce D Grundy, Bryan Lim, Patrick Verwijmeren

JOURNAL OF FINANCIAL ECONOMICS | ELSEVIER SCIENCE SA | Published : 2012

DOI: 10.1016/j.jfineco.2012.05.013

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Keywords

Uncertainty
Social Sciences
Constraints
Stock-Prices
Spread Relative To Optionality
American
Trading Activity
Banking
Short-Sale Restrictions
Analytic Approximation
Business & Economics
Tests
Put-Call Parity
Information
Option Markets
Opinion
Finance and Investment
Business, Finance
Economics