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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

University of Melbourne Researchers

Bruce Grundy's Profile Picture
Bruce Grundy Author Finance

Bryan Lim's Profile Picture
Bryan Lim Author Finance

Patrick Verwijmeren's Profile Picture
Patrick Verwijmeren Author Finance

Citation metrics

51Web of Science
56Scopus
76Dimensions

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

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