Title:

Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?

Author:

Paulo Pereira da Silva (U Évora, CMVM, CEFAGE, U Évora)

Journal:

Finance A Uver

Year:

2016

Volume:

66

Number:

4

Pages:

322-354

JEL codes:

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