Empirical essays on short selling
This thesis sets out to analyse empirically the impact of: i) short selling on stock returns; ii) the UK Financial Services Authority's (FSA) short selling ban on stock prices, market quality as well as contagion, and iii) short selling on Exchange Traded Fund's (ETF) returns. A distinctio...
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Bangor University
2012
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Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568771 |