The cross market effects of short sale restrictions

Simple item page
dc.contributor.authorDungey, Mardi
dc.contributor.authorMcKenzie, Michael D
dc.contributor.authorYalama, Abdullah
dc.date.accessioned2015-12-13T22:26:50Z
dc.date.issued2013
dc.date.updated2016-02-24T09:16:11Z
dc.description.abstractThis paper considers the impact of the 2008 short selling bans on the cross-market dynamics of stock indices across a wide range of countries. We measure the transmission of shocks between markets using a modified version of the spillover index of Diebold
dc.identifier.issn1062-9408
dc.identifier.urihttp://hdl.handle.net/1885/73681
dc.publisherElsevier
dc.sourceNorth American Journal of Economics and Finance
dc.subjectKeywords: Cross-market relationships; Financial crisis; Short selling
dc.titleThe cross market effects of short sale restrictions
dc.typeJournal article
local.bibliographicCitation.lastpage71
local.bibliographicCitation.startpage53
local.contributor.affiliationDungey, Mardi, College of Business and Economics, ANU
local.contributor.affiliationMcKenzie, Michael D, RMIT University
local.contributor.affiliationYalama, Abdullah, Eskisehir Osmangazi University
local.contributor.authoruidDungey, Mardi, u9402571
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140210 - International Economics and International Finance
local.identifier.ariespublicationf5625xPUB3786
local.identifier.citationvolume26
local.identifier.doi10.1016/j.najef.2013.06.001
local.identifier.scopusID2-s2.0-84881245838
local.type.statusPublished Version

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
01_Dungey_The_cross_market_effects_of_2013.pdf
Size:
742.41 KB
Format:
Adobe Portable Document Format
Download

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS