Essays about: "Alexander Ivan Soffronow Pagonidis"
Found 1 essay containing the words Alexander Ivan Soffronow Pagonidis.
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1. Short Sale Constraints: Effects on Crashes, Price Discovery, and Market Volatility
University essay from Internationella HandelshögskolanAbstract : The recent SEC ban on short selling has presented an unrivaled opportunity to explore the effects of short selling constraints on crashes, market efficiency, and volatility. In this paper I carry out two groups of empirical tests on the individual banned stocks and a series of portfolios created from them: the first tests the hypothesis that short sale constraints increase the frequency and magnitude of crashes, by testing Hong & Stein’s (2003) model of market crashes. READ MORE
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