Margins on short sales and equilibrium price indeterminacy
Year of publication: |
2018
|
---|---|
Authors: | Ma, Chenghu ; Hu, Jianqiang ; Xu, Yifan |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 74.2018, p. 79-92
|
Subject: | Derivative trading | Endogenous price indeterminacy | Heterogeneous belief | Margin for short selling | Slutsky effect | Theorie | Theory | Derivat | Derivative | Leerverkauf | Short selling | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Allgemeines Gleichgewicht | General equilibrium | Gleichgewichtsmodell | Equilibrium model | Finanzmarktregulierung | Financial market regulation |
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