✦ LIBER ✦

Asset market equilibrium with short-selling and differential information

✍ Scribed by Wassim Daher; V. Filipe Martins-da-Rocha; Yiannis Vailakis

Book ID: 111706723
Publisher: Springer
Year: 2006
Tongue: English
Weight: 215 KB
Volume: 32
Category: Article
ISSN: 0938-2259
DOI: 10.1007/s00199-006-0131-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

General Equilibrium in Asset Markets Wit

General Equilibrium in Asset Markets With or Without Short-Selling

✍ Rose-Anne Dana; Cuong Le Van; François Magnien 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 221 KB

In this paper we extend the results of Cheng J. Math. Econom. 20 1991 , x w Ž . x 137᎐152 and Brown and Werner Re¨. Economic Studies 62 1995 , 101᎐114 on the existence of equilibrium in infinite dimensional asset markets. We do not assume that each agent's preferred sets have a uniform direction of

Asset market equilibrium with general ta

Asset market equilibrium with general tastes, returns, and informational asymmetries

✍ Antonio E. Bernardo; Kenneth L. Judd 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 537 KB

Segmented markets, differential informat

Segmented markets, differential information, and asset return dynamics

✍ S.G. Badrinath; Jayant R. Kale; Thomas H. Noe 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 362 KB

A two-stage core with applications to as

A two-stage core with applications to asset market and differential information economies

✍ Leonidas C. Koutsougeras 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 443 KB

Equilibrium price formation in markets w

Equilibrium price formation in markets with differentially informed agents

✍ Marta Faias; Carlos Hervés-Beloso; Emma Moreno-García 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 199 KB

The Effect of Short Selling on Bubbles a

The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets

✍ ERNAN HARUVY; CHARLES N. NOUSSAIR 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 384 KB