Restricted private information provision during short sale bans

Yiuman Tse; Michael Ray Williams

doi:10.1108/03074351011056545

Restricted private information provision during short sale bans

Yiuman Tse
, Michael Ray Williams

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Managerial Finance
Volume	36
DOIs	https://doi.org/10.1108/03074351011056545
State	Published - Jul 6 2010
Externally published	Yes

Disciplines

Economics
Finance

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10.1108/03074351011056545License: Unspecified

Cite this

@article{73c787054c3649d9a4ef613986725464,

title = "Restricted private information provision during short sale bans",

author = "Yiuman Tse and Williams, \{Michael Ray\}",

note = "Downloadable (with restrictions)! Purpose - The purpose of this paper is to examine the 2008 SEC short selling ban on financial firms and whether this ban negatively impacted private information provision in these short-restricted equities. Design/methodology/approach - This paper employs the French and Roll Variance Ratio (VR) as a proxy for private information provision in both an unconditional and conditional analysis.",

year = "2010",

month = jul,

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doi = "10.1108/03074351011056545",

language = "American English",

volume = "36",

journal = "Managerial Finance",

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AU - Tse, Yiuman

AU - Williams, Michael Ray

N1 - Downloadable (with restrictions)! Purpose - The purpose of this paper is to examine the 2008 SEC short selling ban on financial firms and whether this ban negatively impacted private information provision in these short-restricted equities. Design/methodology/approach - This paper employs the French and Roll Variance Ratio (VR) as a proxy for private information provision in both an unconditional and conditional analysis.

PY - 2010/7/6

Y1 - 2010/7/6

UR - https://ideas.repec.org/a/eme/mfipps/v36y2010i8p722-737.html

U2 - 10.1108/03074351011056545

DO - 10.1108/03074351011056545

M3 - Article

VL - 36

JO - Managerial Finance

JF - Managerial Finance

ER -

Restricted private information provision during short sale bans

Disciplines

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