Endogenous Leverage and Asset Pricing in Double Auctions
Year of publication: |
2013-07-31
|
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Authors: | Breuer, Thomas ; Summer, Martin ; Vollbrecht, Hans-Joachim |
Institutions: | Oesterreichische Nationalbank |
Subject: | Leverage | Asset Pricing | Double Auction | Agent Based Modeling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The price is Free subject to availability 2 pages long |
Classification: | D53 - Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C63 - Computational Techniques |
Source: |
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Endogenous Leverage and Asset Pricing in Double Auctions
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