Short-sale constraints, information acquisition, and asset prices
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Publication:1676467
DOI10.1016/j.jet.2017.09.007zbMath1414.91265OpenAlexW2758120546MaRDI QIDQ1676467
Mark Schroder, Mahdi Nezafat, Qing-hai Wang
Publication date: 7 November 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2017.09.007
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Related Items (6)
On information costs, short sales and the pricing of extendible options, steps and Parisian options ⋮ Long term optimal investment with regime switching: inflation, information and short sales ⋮ Asset trading under non-classical ambiguity and heterogeneous beliefs ⋮ An intertemporal capital asset pricing model under incomplete information and short sales ⋮ International capital asset pricing model: the case of asymmetric information and short-sale ⋮ On equilibrium existence in a finite-agent, multi-asset noisy rational expectations economy
Cites Work
- Financial prices and information acquisition in large Cournot markets
- Portfolio choice, attention allocation, and price comovement
- Information Acquisition and Under-Diversification
- Knowing What Others Know: Coordination Motives in Information Acquisition
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Information Acquisition and Welfare
- Bubbles and Crashes
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