Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse
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- Biais, B. & Bisiere, C. & Decamps, J.-P., 1997. "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers 97.485, Toulouse - GREMAQ.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Asli Bayar & Zeynep Onder, 2005. "Liquidity and price volatility of cross-listed French stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 15(15), pages 1079-1094.
- Thierry Foucault & David Sraer & David J. Thesmar, 2011.
"Individual Investors and Volatility,"
Journal of Finance,
American Finance Association, vol. 66(4), pages 1369-1406, August.
- Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
- Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," Les Cahiers de Recherche 899, HEC Paris.
- Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
- Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
- Au, Andrea S. & Doukas, John A. & Onayev, Zhan, 2009. "Daily short interest, idiosyncratic risk, and stock returns," Journal of Financial Markets, Elsevier, vol. 12(2), pages 290-316, May.
- Ulibarri, Carlos A., 2013. "Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 60-69.
- Chuang, Wen-I & Lee, Hsiu-Chuan, 2010. "The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations," Pacific-Basin Finance Journal, Elsevier, vol. 18(5), pages 521-535, November.
- Rui Ma & Hamish D. Anderson & Ben R. Marshall, 2016. "International stock market liquidity: a review," Managerial Finance, Emerald Group Publishing, vol. 42(2), pages 118-135, February.
- Alves, Carlos & Mendes, Victor & Silva, Paulo Pereira da, 2016. "Analysis of market quality before and during short-selling bans," Research in International Business and Finance, Elsevier, vol. 37(C), pages 252-268.
More about this item
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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