An investigation of the short selling ban across several european countries: evidence from the Covid-19 crisis
Graviano, Michele (A.A. 2019/2020) An investigation of the short selling ban across several european countries: evidence from the Covid-19 crisis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 132. [Master's Degree Thesis]
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Abstract/Index
The short selling mechanism. The equity lending market. Short seller motivations. Is short selling profitable? Advantages & disadvantages of short selling. Short selling & the market. Short selling regulation in EU & US. Price discovery, informational efficiency & short selling constraint. Short selling prohibition during the financial crisis of 2008. Timeline of the events. Hypothesis, methodology and data. Two different methodology: OLS& event studies.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 May 2021 07:38 |
| Last Modified: | 07 May 2021 07:38 |
| URI: | https://tesi.luiss.it/id/eprint/29396 |
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