Impact of short-sales in stock market efficiency

DOI10.3233/AF-190215zbMATH Open1452.91296OpenAlexW2946132316WikidataQ127838211 ScholiaQ127838211MaRDI QIDQ5131111FDOQ5131111

Authors: Bàrbara Llacay, Gilbert Peffer 

Publication date: 2 November 2020

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-190215

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zbMATH Keywords

agent-based simulationfinancial marketsmarket efficiencyshort-selling

Mathematics Subject Classification ID

Financial markets (91G15)

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