Excerpt
Inhalt
1. Introduction
2. Short selling and its role in international stock markets
2.1 General definition of short selling
2.2 Influence on liquidity and market quality
2.3 Revealing private information
2.4 Political perspective during the financial crisis
3. Approved short selling restrictions by SEC in 2008
3.1 The emergency order
3.1.1 Impact on liquidity and market quality
3.1.2 Influence on information content of short sales
3.2 The short selling ban
3.2.1 Impact on liquidity and market quality
3.2.2 Influence on information content of short sales
4. The empirical analysis of Kolasinski et al. (2009)
4.1 Description of the used models
4.2 Discussion of the results
5. Conclusion
List of references
Appendix.
A: Formulas for liquidity and market quality
B: Formulas for information content of short sales.
- Quote paper
- Christian Fleischer (Author), 2011, Impact of diverse short selling restrictions on liquidity, market quality and information content of short sales, Munich, GRIN Verlag, https://www.grin.com/document/177307
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