Narrow search
Showing 1 - 10 of 21,717
Cover Image
Difference in interim performance and risk taking with short-sale constraints
Başak, Suleyman; Makarov, Dmitry - In: Journal of financial economics 103 (2012) 2, pp. 377-392
Persistent link: https://www.econbiz.de/10009501365
Cover Image
Dynamic rebalancing portfolio models with analyses of investor sentiment
Yu, Jing-Rung; Chiou, W. Paul; Hung, Cing-Hung; Dong, … - In: International review of economics & finance : IREF 77 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013288009
Cover Image
Short-sales constraints and the diversification puzzle
Reed, Adam V.; Saffi, Pedro A. C.; Van Wesep, Edward D. - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1159-1182
Persistent link: https://www.econbiz.de/10012505399
Cover Image
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid; Doellman, Thomas; Sardarli, Sabuhi - In: The journal of investment strategies 12 (2023) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014484630
Cover Image
Short-squeeze bubbles
Guimarães, Bernardo; Pannella, Pierluca - 2021
Persistent link: https://www.econbiz.de/10012501574
Cover Image
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
Cover Image
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
Cover Image
Whose opinion matters when insiders disagree with short sellers?
Wang, Shuo; Zheng, Liyi - In: Journal of business finance & accounting : JBFA 50 (2023) 9/10, pp. 1527-1571
Persistent link: https://www.econbiz.de/10014443309
Cover Image
Short-sale constraints and efficiency of the spot-futures dynamics
McMillan, David G.; Philip, Dennis - In: International review of financial analysis 24 (2012), pp. 129-136
Persistent link: https://www.econbiz.de/10009688155
Cover Image
A case study of short-sale constraints and limits to arbitrage
Easton, Steve; Pinder, Sean; Uylangco, Katherine - In: Journal of banking & finance 37 (2013) 10, pp. 3924-3929
Persistent link: https://www.econbiz.de/10010127422