Self-fulfilling arbitrages necessitate crash risk
Year of publication: |
2020
|
---|---|
Authors: | Ahn, Dong-Hyun ; Kim, Soohun ; Seo, Kyoungwon |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 51.2020, p. 1-26
|
Subject: | Fragile capital structure | Fund manager incentive | Theorie | Theory | Kapitalstruktur | Capital structure | Finanzkrise | Financial crisis | Arbitrage | Prinzipal-Agent-Theorie | Agency theory | Führungskräfte | Managers |
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