Dynamic equilibrium with costly short-selling and lending market
Year of publication: |
2024
|
---|---|
Authors: | Atmaz, Adem ; Başak, Suleyman ; Ruan, Fangcheng |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 37.2024, 2, p. 444-506
|
Subject: | Leerverkauf | Short selling | Bankentgelt | Bank charge | Kreditmarkt | Credit market | Dynamisches Gleichgewicht | Dynamic equilibrium | CAPM | Volatilität | Volatility | Theorie | Theory |
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