SSRN-The Efficacy of Short Selling Restrictions: Evidences from Italy in Post-Lehman Turmoil by Gianluca Mattarocci, Gabriele Sampagnaro

More evidence, this time from Italy, that last year's short selling bans did not achieve their desired reductions in volatility. SSRN-The Efficacy of Short Selling Restrictions: Evidences from Italy in Post-Lehman Turmoil by Gianluca Mattarocci, Gabriele Sampagnaro: "By analyzing the effect on daily price returns and volatility following the addition of short selling constrains, and using some