- 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

Maybe CTA Alpha is Simpler Than You Think: Evidence from the ETF Space

By Andrew Beer, Co-Founder of DBi: Managers of CTA hedge funds and mutual funds often argue that complexity leads to higher alpha generation. After all, why...

Lynx Marches Through March Mayhem

March was defined by a sharp escalation in geopolitical tensions, particularly involving the U.S., Israel, and Iran, creating a highly challenging environment for most investment...

Mixed March for Managed Futures

A sharp escalation in geopolitical tensions set the tone for March, as the US and Israel’s attacks on Iran triggered significant cross-asset volatility. In...

Stop Making Room for Managed Futures

By Corey Hoffstein, Co-Founder, CEO and CIO at Newfound Research: The case for managed futures as a portfolio diversifier is well established. During the...

Othania Positions Trend-Following at the Core of Multi-Asset Portfolios

Not many investors in the Nordics explicitly allocate to trend-following strategies, yet those who do often regard them as an essential building block in...

Muddling Through the Mess: Managed Futures ETFs

By Alexander Mende and Per Ivarsson at RPM Risk & Portfolio Management: Traditionally, Managed Futures (MF) strategies have been limited to hedge funds known...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -