Financial crisis, REIT short-sell restrictions and event induced volatility

Volume: 52, Issue: 2, Pages: 219 - 226
Published: May 1, 2012
Abstract
From September 19 through October 8, 2008 the SEC issued a short sale moratorium on approximately 800 financial stocks. The emergency order justified the ban based on concerns “that short selling in the securities of a wide range of financial institutions may be causing sudden and excessive fluctuations in the prices of such securities” (see Securities and Exchange Commission, 2008). Although Real Estate Investment Trusts (REITs) were initially...
Paper Details
Title
Financial crisis, REIT short-sell restrictions and event induced volatility
Published Date
May 1, 2012
Volume
52
Issue
2
Pages
219 - 226
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