Stock Market Reaction to Short Sale Constraints : Empirical Evidence from Sectorial Performance of S&P/ASX 200 Index
The primary objective of this study was to investigate the impact of short selling restrictions on different industries listed on the S&P/ ASX 200 in 2008. On 22nd September 2008, Australia followed the move of other developed countries and imposed a ban on short selling activities on all financ...
| Main Author: | Hakizimana, Axel |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
|
| Online Access: | https://eprints.nottingham.ac.uk/25495/ |
Similar Items
The impact of non-scheduled news on S&P/ASX50 stocks
by: Smales, Lee
Published: (2014)
by: Smales, Lee
Published: (2014)
Characterization of p-GaN1−xAsx/n-GaN PN junction diodes
by: Qian, H., et al.
Published: (2016)
by: Qian, H., et al.
Published: (2016)
Environmental and occupational interventions for primary prevention of cancer: A cross-sectorial policy framework
by: Espina, C., et al.
Published: (2013)
by: Espina, C., et al.
Published: (2013)
Short Selling Announcements and Stock Price Reactions: Evidence from the Malaysian Stock Market
by: Chan, Kar Hoong
Published: (2010)
by: Chan, Kar Hoong
Published: (2010)
Implications of Allowing & Removing Short Selling: Empirical Evidence from Malaysia Stock Market
by: Mohamed Ziauddin, Syed Ebrahim
Published: (2010)
by: Mohamed Ziauddin, Syed Ebrahim
Published: (2010)
Internal audit: corporate governance issues impacting its existence in ASX listed firms and its influence on earnings management
by: Choudhury Lema, Aklema
Published: (2015)
by: Choudhury Lema, Aklema
Published: (2015)
The short run impacts of quantitative easing in the U.S. on ASEAN stock market indexes
by: Tee, Joash Way Ern
Published: (2022)
by: Tee, Joash Way Ern
Published: (2022)
Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan
by: Wang, Xuewen
Published: (2007)
by: Wang, Xuewen
Published: (2007)
Short-term reaction of stock markets to a new mechanism: the case of Shanghai-Hong Kong Stock Connect
by: Chow, Yan Pang, Darien
Published: (2015)
by: Chow, Yan Pang, Darien
Published: (2015)
Short-term reaction of stock markets to a new mechanism: the case of Shanghai-Hong Kong Stock Connect
by: Chow, Yan Pang, Darien
Published: (2015)
by: Chow, Yan Pang, Darien
Published: (2015)
Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina
by: Xenofontos, Andreas
Published: (2014)
by: Xenofontos, Andreas
Published: (2014)
Product Recalls and Stock Market Reaction: Empirical Evidence from the Pharmaceutical Industry in the UK And USA
by: Chieng, Corinne Lin Lin
Published: (2005)
by: Chieng, Corinne Lin Lin
Published: (2005)
Evidence on the Financial Sector of Hang Seng Index from Hong Kong Stock Market’s Reaction to Dividend Announcement
by: Zhao, Yi
Published: (2009)
by: Zhao, Yi
Published: (2009)
Is the P/E ratio good predictor of Stock Return in Saudi Stock Market both in long and short term?
by: Al-Rashoud, Abdullah
Published: (2005)
by: Al-Rashoud, Abdullah
Published: (2005)
The temporal price relationship between the stock index futures and the underlying stock index: evidence from Malaysia
by: Abdullah, Mahdhir, et al.
Published: (2002)
by: Abdullah, Mahdhir, et al.
Published: (2002)
eCommerce sales tax gets mixed reaction
by: The Star
Published: (2022)
by: The Star
Published: (2022)
The impact of GST implementation on the Malaysian stock market index volatility: an empirical approach
by: Haron, Razali, et al.
Published: (2018)
by: Haron, Razali, et al.
Published: (2018)
The optimal hedge ratio and hedging effectiveness of stock index futures
An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)
by: Nguyen, Thi Mai Hanh
Published: (2014)
The optimal hedge ratio and hedging effectiveness of stock index futures
An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)
by: Nguyen, Thi Mai Hanh
Published: (2014)
Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2013)
by: Mohamad, Azhar, et al.
Published: (2013)
Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2011)
by: Mohamad, Azhar, et al.
Published: (2011)
Sales, purchases and stock system / Mok Chee Hoe
by: Mok , Chee Hoe
Published: (2001)
by: Mok , Chee Hoe
Published: (2001)
The Impact of the Implementation of Stock Index Options on Stock Market Volatility: China Evidence
by: Xiao, Shixin
Published: (2019)
by: Xiao, Shixin
Published: (2019)
Examining the UK Stock Market Reaction to
Earnings Announcements: An Empirical Test of
Market Efficiency
by: Hubbard, Charles
Published: (2021)
by: Hubbard, Charles
Published: (2021)
Stock Index Futures Hedging and the Impact of the 2008 Global Financial Crisis : Empirical Evidence from Five Asian Markets
by: Elias, George
Published: (2013)
by: Elias, George
Published: (2013)
Dividend Announcements and Stock Market Reaction : further evidence
by: Mohamad, Jais, et al.
Published: (2010)
by: Mohamad, Jais, et al.
Published: (2010)
Short run stock overreaction: evidence from Bursa Malaysia
by: Ali, Norli, et al.
Published: (2010)
by: Ali, Norli, et al.
Published: (2010)
AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)
by: Wang, Lujia
Published: (2012)
Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index
by: ZHU, Lin
Published: (2013)
by: ZHU, Lin
Published: (2013)
Dynamic Relationship Between the Spot and Futures Markets : Empirical Evidence From Malaysian Crude Palm Oil and Stock Index Futures
by: Mariady, Jenny
Published: (2014)
by: Mariady, Jenny
Published: (2014)
Construction of financial constraint index, and the impact of financial constraint on firms’ cash holding and investment behavior: Evidence from UK manufacturing industry
by: LIU, FENGYUAN
Published: (2016)
by: LIU, FENGYUAN
Published: (2016)
Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)
by: Adenike, Azeez Aminat
Published: (2009)
Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)
by: Mohamad, Azhar
Published: (2011)
Dividend policy prior and after the NASDAQ bubble:
An Empirical Investigation of 188 firms in the S&P Index
by: Yukun, Yao
Published: (2010)
by: Yukun, Yao
Published: (2010)
M&A short-term stock abnormal return analysis: empirical evidence from US large M&A transactions 2002-2005
by: Xia, Yuan
Published: (2010)
by: Xia, Yuan
Published: (2010)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Influence of Macroeconomic Variables on Stock Price Index: Evidence from Malaysia
by: Ong, Bao Sheng, et al.
Published: (2017)
by: Ong, Bao Sheng, et al.
Published: (2017)
Terrorism and Tourism : The Stock Market Reaction
by: Chua, Hui Gee
Published: (2005)
by: Chua, Hui Gee
Published: (2005)
Analysis of behavioral finance on trading strategy: Empirical study on stock market index return using Lunar Phase
by: Tjandra, Eric
Published: (2017)
by: Tjandra, Eric
Published: (2017)
Similar Items
-
The impact of non-scheduled news on S&P/ASX50 stocks
by: Smales, Lee
Published: (2014) -
Characterization of p-GaN1−xAsx/n-GaN PN junction diodes
by: Qian, H., et al.
Published: (2016) -
Environmental and occupational interventions for primary prevention of cancer: A cross-sectorial policy framework
by: Espina, C., et al.
Published: (2013) -
Short Selling Announcements and Stock Price Reactions: Evidence from the Malaysian Stock Market
by: Chan, Kar Hoong
Published: (2010) -
Implications of Allowing & Removing Short Selling: Empirical Evidence from Malaysia Stock Market
by: Mohamed Ziauddin, Syed Ebrahim
Published: (2010)