Margins on short sales and equilibrium price indeterminacy
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Publication:684171
DOI10.1016/j.jmateco.2017.11.003zbMath1388.91140MaRDI QIDQ684171
Chenghu Ma, Jianqiang Hu, Yi-Fan Xu
Publication date: 9 February 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2017.11.003
Slutsky effect; derivative trading; endogenous price indeterminacy; heterogeneous belief; margin for short selling
91G10: Portfolio theory