The impact of short-selling constraints on financial market stability in a heterogeneous agents model

DOI10.1016/j.jedc.2013.04.015zbMath1327.91055OpenAlexW2169721602MaRDI QIDQ900382

Mikhail Anufriev, Jan Tuinstra

Publication date: 22 December 2015

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.uts.edu.au/sites/default/files/edg_wp3.pdf

zbMATH Keywords

heterogeneous beliefsfinancial instabilityasset pricing modelshort-selling bans

Mathematics Subject Classification ID

Related Items (12)

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Cites Work

• A robust rational route to randomness in a simple asset pricing model
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Agent-based computational finance: Suggested readings and early research
• Asset prices, traders' behavior and market design
• An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy*
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

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