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@inproceedings{1073201,
author = {Linnertová, Dagmar},
address = {Rome},
keywords = {short sale ban ARs CARs},
language = {eng},
location = {Rome},
isbn = {978-1-922069-09-2},
pages = {1-9},
publisher = {World Business Institute, European Business Research Conference Proceedings 2012},
title = {The Investigation of a Short Sell Ban in a Selected Market},
url = {http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2134895},
year = {2012}
}
TY - JOUR
ID - 1073201
AU - Linnertová, Dagmar
PY - 2012
TI - The Investigation of a Short Sell Ban in a Selected Market
PB - World Business Institute, European Business Research Conference Proceedings 2012
CY - Rome
SN - 9781922069092
KW - short sale ban ARs CARs
UR - http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2134895
N2 - The hypothesis of overvaluation argues that short sell restrictions are reflected in security prices by their over valuation. In the situation when short sell is prohibited or expansive pessimistic investors expectation are not reflected in security prices. In the paper is examine impact of short sell ban in the price of banking and other financial institution stocks in France in the period Aug. 11, 2011 to Feb. 13, 2012. According to ARs and CARs the hypothesis of over valuation is not confirmed getting mixed results based on the market model and the adjusted market model as well.
ER -
LINNERTOVÁ, Dagmar. \textit{The Investigation of a Short Sell Ban in a Selected Market}. Rome: World Business Institute, European Business Research Conference Proceedings 2012, 2012, s.~1-9. ISBN~978-1-922069-09-2.
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