Endogenous leverage and asset pricing in double auctions (Q1657588): Difference between revisions

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-.1016/j.jedc.2015.02.004
@@ Property / DOI: 10.1016/j.jedc.2015.02.004 / rank @@
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@@ Property / OpenAlex ID: W2020042768 / rank @@
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@@ Property / cites work @@
+Q4429916
@@ Property / cites work: Q4429916 / rank @@
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@@ Property / cites work @@
+The Experimental Study of Asset Pricing Theory
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+Collateral equilibrium. I: A basic framework
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+Leverage causes fat tails and clustered volatility
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+Collateral premia and risk sharing under limited commitment
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+Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
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+The limit-price mechanism.
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+Computing equilibria in economies with incomplete markets, collateral and default penalties
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@@ Property / DOI @@
+.1016/J.JEDC.2015.02.004
@@ Property / DOI: 10.1016/J.JEDC.2015.02.004 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1657588