- Advertisement -

Related

Seminar: “Regulating Shorts: Disclosure, Restrictions, or Neither”

- Advertisement -

Advertisement: Charles Jones, Columbia University – Even though the academic research finds that short sellers seem to provide liquidity and improve price discovery, short sellers continue to be a particular concern to regulators and policymakers. In the past decade, policymakers have imposed short-selling restrictions and bans of varying degrees, but recently regulatory practice is moving towards changing the disclosure requirements. To provide an academic view on the related discussions, in his new study, Professor Charles Jones explores the implications of higher disclosure of large short positions in the markets – a new rule now being implemented in European markets.

Date: Wednesday, May 15, 2013; 16:00 to 17:30.

Place: Swedish House of Finance, Drottninggatan 98, 4th floor.

Refreshments will be served in connection with the seminar. There is no registration fee for the seminar. However, we have a limited number of seats and therefore require advance registration. Please register to Anki Helmer (anki.helmer@sifr.org) as soon as possible and no later than May 13.

Welcome!

Institute for Financial Research (SIFR)

Drottninggatan 98, 4th floor

SE-111 60 Stockholm, Sweden

Phone: +46 8 736 9101

Web: www.sifr.org

The seminar series is organized by SIFR with generous financial support from Vinnova.

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

Latest Articles

Atlas Global Macro Builds on Comeback with New Danish Feeder

Atlas Global Macro, last year’s top-performing Nordic hedge fund, is becoming more accessible to Danish investors through a newly launched feeder fund on the...

Svelland Appoints Head of Quant Research from Shell

Commodities-focused asset manager Svelland Capital has strengthened its research team with the appointment of Laurent Hoffmann as Head of Quantitative Research. Hoffmann brings a...

Back at Öhman: Full Circle for Atlant PM

Carl Johan Lagercrantz, a fixed-income portfolio manager at alternative fund boutique Atlant Fonder, has joined Lannebo Fonder as a high-yield portfolio manager. The firm...

Danske Pauses Tactical Risk-Taking as All Eyes Turn to Oil and War

Amid escalating tensions in the Middle East, Bo Bejstrup Christensen and his team at Danske Bank Asset Management have put their tactical asset allocation...

Former Pareto Trader Launches Hedge Fund From Trondheim

After eight years on the brokerage and trading desk at Pareto Securities, Jonas Kvalheim Klock has decided to move back to his hometown, Trondheim...

High Yield’s Allocation Dilemma in a Tight Spread Market

High-yield bonds have long functioned as a carry-driven return engine in institutional portfolios, offering enhanced income and access to the corporate credit risk premium....

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -