I’m really not sure how you came to that conclusion, the original authors wording is very similar.
Marsh & Payne:
The deterioration was symmetric, affecting the limit buy and limit sell side of the order book equally. Finally we show that, through the period of the ban, markets for financial stocks were substantially less efficient and that the role of the trading process aiding in price discovery was greatly reduced.
Beber and Pagano:
The evidence in this paper suggests that the reaction of most stock exchange regulators
around the globe to the financial crisis – imposing bans or regulatory constraints on shortselling
– was detrimental for market liquidity, especially for stocks with small market
capitalization, high volatility and no listed options. Moreover, it slowed down price
discovery, and was at best neutral in its effects on stock prices.
There are other things to consider (e.g. HFT vs traditional hedge) but I still can’t see why anyone would support a complete ban on short selling, given the historical evidence.