It’s COVID-19 chaos! Is the temporary restriction on short selling in Thailand effective?

This paper evaluates the effectiveness of the COVID-19 temporarily led restriction on short selling by the Stock Exchange of Thailand (SET). We investigate the causal effect of short selling restriction on return, volatility and market quality from 2 September 2019 to 30 September 2020. Exploiting t...

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Bibliographic Details
Main Authors: Tanakorn Likitapiwat, Sirimon Treepongkaruna
Format: Article
Language:English
Published: Taylor & Francis Group 2022-12-01
Series:Cogent Economics & Finance
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Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2022.2106633
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