January 2009
The Effect of Short-selling Restrictions on Liquidity: Evidence from the London Stock Exchange
The London Stock Exchange commissioned research by Capital Markets CRC Limited on the effect of FSA's short selling prohibition on market quality. The research compared those FTSE 100 companies that are subject to the prohibition, against a control sample of those FTSE 100 securities that are not within the scope of the prohibition. The research indicated that market quality (defined as price volatility and liquidity) was reduced in the affected stocks in the period following the ban.
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LSEG Response to MiFID/MiFIR questionnaire by Markus Ferber MEP
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LSEG Response to HM Treasury White Paper on reform of financial regulation September 2011
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