On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance
Year of publication: |
1999
|
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Authors: | Barlevy, Gadi ; Veronesi, Pietro |
Publisher: |
Evanston, IL : Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science |
Subject: | Giffen Effect | Portfolio Insurance | Hedging Demand | Market Crashes |
Series: | Discussion Paper ; 1252 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/221608 [Handle] RePEc:nwu:cmsems:1252 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; D82 - Asymmetric and Private Information ; D84 - Expectations; Speculations |
Source: |
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On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance
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