Impact of short-sales in stock market efficiency

DOI10.3233/AF-190215MaRDI QIDQ5131111zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

agent-based simulationfinancial marketsmarket efficiencyshort-selling

Mathematics Subject Classification ID

Financial markets (91G15)

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