Plausibly Exogenous [1157] - Short-selling (04/03/2023)
LHS Variable
Stock prices
RHS Variable
Short-selling bans
Source of Exogenous Variation
three threshold-based rules that determine a stock’s short-selling eligibility on the Hong Kong Stock Exchange
- Crane, Crotty, Michenaud, and Naranjo (2019), “The Causal Effects of Short-Selling Bans: Evidence from Eligibility Thresholds”