Margins on short sales and equilibrium price indeterminacy
Chenghu Ma, Jianqiang Hu, Yifan Xu
| 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
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| 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 | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2017.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103973