Asset pricing implications of short-sale constraints in imperfectly competitive markets
Year of publication: |
2019
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Authors: | Liu, Hong ; Wang, Yajun |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 9, p. 4422-4439
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Subject: | short-sale constraints | bid-ask spread | market making | imperfect competition |
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