1.
We investigate the interplay between the distribution of ownership, short sale constraints, and market efficiency. Using minute-by-minute data during the period surroundi[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
2.
Do short sales restrictions have an impact on security prices? We address this question in the context of a natural experiment surrounding the short sale ban of 2008 usin[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |