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Could short selling make financial markets tumble?
Andersen, Jørgen Vitting - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 509-521
Persistent link: https://www.econbiz.de/10002980812
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A comment on two-phase behavior of financial markets
Krzesinski, Anthony E.; Costa, Andre; Ramakrishnan, Maya; … - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 89-93
Persistent link: https://www.econbiz.de/10003415699
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Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
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Change-point analysis of asset price bubbles with power-law hazard function
Lynch, Christopher; Mestel, Benjamin - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
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Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
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The opinion game : stock price evolution from microscopic market modeling
Bovier, Anton; C̆erný, Jir̆í; Hryniv, Ostap - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10003285942
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A model for high frequency data under partial information : a filtering approach
Ceci, Claudia; Gerardi, Anna - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 555-576
Persistent link: https://www.econbiz.de/10003347389
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Defaultable term structures driven by semimartingales
Gümbel, Sandrine; Schmidt, Thorsten - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
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Strong bubbles and strict local martingales
Herdegen, Martin; Schweizer, Martin - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
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Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael; Sornette, Didier - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-56
Persistent link: https://www.econbiz.de/10012496907