Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
Year of publication: |
August 2016
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Authors: | Veld, Daan in 't |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 69.2016, p. 45-67
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Subject: | Asset pricing model | Heterogeneous agents | Financial stability | Short-selling bans | Leverage constraints | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Kapitalstruktur | Capital structure | CAPM | Anlageverhalten | Behavioural finance |
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