Short Sale Bans and their Impact on the Microstructure of Equity Markets

Master's Thesis from the year 2020 in the subject Economics - Finance, grade: 1,0, University of Vienna (Fakultat fur Wirtschaftswissenschaften), language: English, abstract: This paper investigates the impact of short sale bans on the market microstructure of equity markets by focusing on three major stock market characteristics: (How) did the ban affect stock liquidity, (how) did the ban influen...