| LINNERTOVÁ, Dagmar. The Investigation of a Short Sell Ban in a Selected Market. World Journal of Social Science. Austrálie: World Business Institute, 2013, roč. 3, č. 2, s. 149-157, 8 s. ISSN 1839-1184. |
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@article{1122528,
author = {Linnertová, Dagmar},
article_location = {Austrálie},
article_number = {2},
keywords = {short sale ban AR CAR},
language = {eng},
issn = {1839-1184},
journal = {World Journal of Social Science},
title = {The Investigation of a Short Sell Ban in a Selected Market},
url = {http://wbiaus.org/13.%20Dagmar.pdf},
volume = {3},
year = {2013}
}
TY - JOUR
ID - 1122528
AU - Linnertová, Dagmar
PY - 2013
TI - The Investigation of a Short Sell Ban in a Selected Market
JF - World Journal of Social Science
VL - 3
IS - 2
SP - 149-157
EP - 149-157
PB - World Business Institute
SN - 18391184
KW - short sale ban AR CAR
UR - http://wbiaus.org/13.%20Dagmar.pdf
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. The Investigation of a Short Sell Ban in a Selected Market. \textit{World Journal of Social Science}. Austrálie: World Business Institute, 2013, roč.~3, č.~2, s.~149-157, 8 s. ISSN~1839-1184.
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