Predatory Short Selling*

DOI10.1093/ROF/RFT043zbMath1417.91563OpenAlexW3124287908MaRDI QIDQ4554712

Markus K. Brunnermeier, Martin Oehmke

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/84517/1/BrunnermeierOehmke2014_Final.pdf

zbMATH Keywords

liquidation of long-term investmentsno-liquidation equilibriapredatory short selling

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (1)

Strategic fire-sales and price-mediated contagion in the banking system

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