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Derivatives, short selling and US equity and bond mutual funds

Dezfouli, Kaveh Moradi; Kryzanowski, Lawrence - In: The quarterly journal of finance 6 (2016) 1, pp. 1-44

Persistent link: https://www.econbiz.de/10011452388

Margin requirements and evolutionary asset pricing

Sokko, Anastasiia; Schenk-Hoppé, Klaus Reiner - 2017

We introduce an evolutionary equilibrium asset pricing model with heterogeneous agents who can either act as brokers or hedge funds. Hedge funds can trade on margin, taking short or (leveraged) long positions in the assets. Brokers provide asset loans and credit to margin traders. In any...

Persistent link: https://www.econbiz.de/10011762225

Margin requirements and evolutionary asset pricing

Sokko, Anastasiia; Schenk-Hoppé, Klaus Reiner - In: Essays in behavioural financial markets and asset pricing, (pp. 3-47). 2018

Persistent link: https://www.econbiz.de/10011876028

Informed trading with a short-sale prohibition

Lenkey, Stephen L. - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1803-1824

Persistent link: https://www.econbiz.de/10012506043

Short-squeeze bubbles

Guimarães, Bernardo; Pannella, Pierluca - 2021

Persistent link: https://www.econbiz.de/10012501574

Capital market frictions and conservative reporting : evidence from short selling constraints

Young, Alex - In: Finance research letters 17 (2016), pp. 227-234

Persistent link: https://www.econbiz.de/10011596532

The papers I can't write

Schultz, Paul H. - In: The financial review : the official publication of the … 59 (2024) 1, pp. 5-8

Persistent link: https://www.econbiz.de/10014483128

Securities Lending and Repos : Instruments and Strategies for Excess Return

Hohmann, Ralf - 2023

Chapter 1. Prologue -- Chapter 2. Introduction and Course of the Investigation -- Chapter 3. Forms of Securities Lending and Repo -- Chapter 4. Strategies With Securities Lending and Repos -- Chapter 5. Summary and Outlook -- Chapter 6. Epilogue.

Persistent link: https://www.econbiz.de/10014322130

Essays on financial markets in the European monetary union

Omachel, Marcel - 2015

Persistent link: https://www.econbiz.de/10011526018

Bid- and ask-side liquidity in the NYSE limit order book

Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38

Persistent link: https://www.econbiz.de/10012001137