Short-selling equity exchange traded funds and its effect on stock market liquidity
E Karmaziene, V Sokolovski - Journal of Financial and Quantitative …, 2022 - cambridge.org
We examine short selling of equity exchange traded funds (ETFs) using the 2008 short-sale
ban. Contrasting the previously documented contractions in bearish strategies during the …
ban. Contrasting the previously documented contractions in bearish strategies during the …