TY  - JOUR
AU  - Morales-Zumaquero, Amalia
AU  - Sosvilla-Rivero, Simón
PY  - 2015
DO  - 10.1080/13504851.2014.982850
SN  - 1466-4291
UR  - https://hdl.handle.net/20.500.14352/34186
T2  - Applied Economics Letters
AB  - This article analyses the effect of the introduction of temporary ban on short positions in the Spanish market on the volatility of both the closing price and the trading volume of the underlying index as well as on the price of the main financial...
LA  - eng
M2  - 854
PB  - Taylor & Francis
KW  - Short-selling ban
KW  - Structural breaks
KW  - GARCH model.
TI  - Temporary ban on short positions and financial market volatility: evidence from the Madrid Stock Market
TY  - journal article
VL  - 22
ER  -