Short sale constraints, correlation and market efficiency

DOI10.1515/BEJTE-2016-0085OpenAlexW3122928821WikidataQ129812257 ScholiaQ129812257MaRDI QIDQ2098933

Eleni Gousgounis, Christos I. Giannikos

Publication date: 22 November 2022

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/bejte-2016-0085

zbMATH Keywords

correlationshort sale constraintsmarket efficiencyopinion dispersion

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Short sales, destruction of resources, welfare
• A note on Gale's example
• Complete and incomplete markets with short-sale constraints
• Welfare effects of short-sale constraints under heterogeneous beliefs
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

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