COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE?

DOI10.1142/S021902490500313XzbMath1139.91345arXivcond-mat/0308548MaRDI QIDQ5462705

Jørgen Vitting Andersen

Publication date: 3 August 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0308548

zbMATH Keywords

short sellinghedge fundsagent based modelsgrowth phenomenonbear phasebull phase

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)

Cites Work

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• A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET
• Analyzing and modeling 1+1d markets
• Microscopic models for long ranged volatility correlations
• Price fluctuations from the order book perspective - empirical facts and a simple model

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