The consequences of short-sale constraints on the stability of financial markets. With a foreword by Axel Wieandt and Sebastian Moenninghoff
From MaRDI portal
Publication:4973502
Recommendations
- Short sale constraints, correlation and market efficiency
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
- Short-sale constraints, information acquisition, and asset prices
- The impact of short-selling constraints on financial market stability in a heterogeneous agents model
- An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy*
Cited in
(12)- Short-sale constraints, information acquisition, and asset prices
- Short sale constraints, correlation and market efficiency
- Short sellers and the failures of financial intermediaries
- Welfare effects of short-sale constraints under heterogeneous beliefs
- An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy*
- ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES
- Predatory short selling
- Effects of spot market short-sale constraints on index futures trading
- COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE?
- Short selling, divergence of opinion and volatility in the corporate bond market
- Manipulation, panic runs, and the short selling ban
- The impact of short-selling constraints on financial market stability in a heterogeneous agents model
This page was built for publication: The consequences of short-sale constraints on the stability of financial markets. With a foreword by Axel Wieandt and Sebastian Moenninghoff
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4973502)