FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2898850593> ?p ?o ?g. }

• W2898850593 endingPage "788" @default.
• W2898850593 startingPage "770" @default.
• W2898850593 abstract "To respond to the market turmoil following the demise of Lehman Brothers in September 2008, the majority of European countries imposed short‐selling restrictions on their equity markets. Such a regulatory intervention is likely to have impact on the price formation process and information transmission between markets. We find that the long‐run cointegrating relation between the high‐ and low‐risk country groups in Europe broke down as the crisis emerged and the regulatory remedy failed to correct this. Furthermore, we find the information transmission between markets has reversed from the high‐risk to low‐risk markets in the period following the Lehman demise and imposition of the ban. Further, we notice a similar reversal in the spillover of both return and volatility processes between the different risk‐level country groups. We, therefore, conclude that, overall, the 2008 short‐selling ban had an adverse impact on information transmission between the identified country portfolios in both the long and short run. Notably, the ban did not restore the pre‐crisis transmission channels." @default.
• W2898850593 created "2018-11-09" @default.
• W2898850593 creator A5063659166 @default.
• W2898850593 creator A5072228639 @default.
• W2898850593 creator A5084268715 @default.
• W2898850593 date "2018-08-06" @default.
• W2898850593 modified "2023-10-14" @default.
• W2898850593 title "Information Transmission across European Equity Markets During Crisis Periods" @default.
• W2898850593 cites W1491711721 @default.
• W2898850593 cites W1587141723 @default.
• W2898850593 cites W1599970749 @default.
• W2898850593 cites W1727659491 @default.
• W2898850593 cites W1969418588 @default.
• W2898850593 cites W1970037760 @default.
• W2898850593 cites W1972956294 @default.
• W2898850593 cites W1977480757 @default.
• W2898850593 cites W1980651976 @default.
• W2898850593 cites W1994083011 @default.
• W2898850593 cites W1996614961 @default.
• W2898850593 cites W1998968611 @default.
• W2898850593 cites W2001992115 @default.
• W2898850593 cites W2016488057 @default.
• W2898850593 cites W2018364810 @default.
• W2898850593 cites W2025899806 @default.
• W2898850593 cites W2034707435 @default.
• W2898850593 cites W2053383835 @default.
• W2898850593 cites W2064426970 @default.
• W2898850593 cites W2121606993 @default.
• W2898850593 cites W2128532428 @default.
• W2898850593 cites W2135892621 @default.
• W2898850593 cites W2144844788 @default.
• W2898850593 cites W2149908462 @default.
• W2898850593 cites W2151226650 @default.
• W2898850593 cites W2153562738 @default.
• W2898850593 cites W2162400416 @default.
• W2898850593 cites W3121232108 @default.
• W2898850593 cites W3121453935 @default.
• W2898850593 cites W3121630491 @default.
• W2898850593 cites W3122041785 @default.
• W2898850593 cites W3123357219 @default.
• W2898850593 cites W3123452713 @default.
• W2898850593 cites W3123825352 @default.
• W2898850593 cites W3123832906 @default.
• W2898850593 cites W3124218631 @default.
• W2898850593 cites W3124287908 @default.
• W2898850593 cites W3124664297 @default.
• W2898850593 cites W322790874 @default.
• W2898850593 cites W4248503640 @default.
• W2898850593 doi "https://doi.org/10.1111/manc.12226" @default.
• W2898850593 hasPublicationYear "2018" @default.
• W2898850593 type Work @default.
• W2898850593 sameAs 2898850593 @default.
• W2898850593 citedByCount "1" @default.
• W2898850593 countsByYear W28988505932022 @default.
• W2898850593 crossrefType "journal-article" @default.
• W2898850593 hasAuthorship W2898850593A5063659166 @default.
• W2898850593 hasAuthorship W2898850593A5072228639 @default.
• W2898850593 hasAuthorship W2898850593A5084268715 @default.
• W2898850593 hasBestOaLocation W28988505932 @default.
• W2898850593 hasConcept C106159729 @default.
• W2898850593 hasConcept C139719470 @default.
• W2898850593 hasConcept C162324750 @default.
• W2898850593 hasConcept C17744445 @default.
• W2898850593 hasConcept C18547055 @default.
• W2898850593 hasConcept C199539241 @default.
• W2898850593 hasConcept C199728807 @default.
• W2898850593 hasConcept C2777720223 @default.
• W2898850593 hasConcept C2779913896 @default.
• W2898850593 hasConcept C2983568541 @default.
• W2898850593 hasConcept C31258907 @default.
• W2898850593 hasConcept C41008148 @default.
• W2898850593 hasConcept C55527203 @default.
• W2898850593 hasConcept C556758197 @default.
• W2898850593 hasConcept C91602232 @default.
• W2898850593 hasConceptScore W2898850593C106159729 @default.
• W2898850593 hasConceptScore W2898850593C139719470 @default.
• W2898850593 hasConceptScore W2898850593C162324750 @default.
• W2898850593 hasConceptScore W2898850593C17744445 @default.
• W2898850593 hasConceptScore W2898850593C18547055 @default.
• W2898850593 hasConceptScore W2898850593C199539241 @default.
• W2898850593 hasConceptScore W2898850593C199728807 @default.
• W2898850593 hasConceptScore W2898850593C2777720223 @default.
• W2898850593 hasConceptScore W2898850593C2779913896 @default.
• W2898850593 hasConceptScore W2898850593C2983568541 @default.
• W2898850593 hasConceptScore W2898850593C31258907 @default.
• W2898850593 hasConceptScore W2898850593C41008148 @default.
• W2898850593 hasConceptScore W2898850593C55527203 @default.
• W2898850593 hasConceptScore W2898850593C556758197 @default.
• W2898850593 hasConceptScore W2898850593C91602232 @default.
• W2898850593 hasIssue "6" @default.
• W2898850593 hasLocation W28988505931 @default.
• W2898850593 hasLocation W28988505932 @default.
• W2898850593 hasLocation W28988505933 @default.
• W2898850593 hasOpenAccess W2898850593 @default.
• W2898850593 hasPrimaryLocation W28988505931 @default.
• W2898850593 hasRelatedWork W1566606111 @default.
• W2898850593 hasRelatedWork W2002855611 @default.
• W2898850593 hasRelatedWork W2031680401 @default.

• next