Title:

Analysis of Market Quality before and during Short-Selling Bans

Authors:

Carlos Alves (U Porto, CMVM)
Victor Mendes (U Évora, CMVM)
Paulo Pereira da Silva (CMVM)

Journal:

Research In International Business And Finance

Year:

2016

Volume:

37

Pages:

252-268

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies

DOI:

10.1016/j.ribaf.2015.11.009