Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Senren Tan, Zhuo Jin, Fuke Wu
| Year of publication: |
September 2015
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|---|---|
| Authors: | Tan, Senren ; Zhuo, Jin ; Wu, Fuke |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 49.2015, p. 331-343
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| Subject: | Bubbles | Synchronization risks | Market timing | Noise-trader risk | Limits of arbitrage | Market efficiency | Behavioral finance | Leverage | Spekulationsblase | Arbitrage | Risiko | Risk | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | CAPM | Kapitalstruktur | Capital structure | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439593