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The Wall Street stampede: exit as governance with interacting blockholders

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Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule

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Margin requirements and evolutionary asset pricing

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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