Endogenous leverage and asset pricing in double auctions
Thomas Breuer, Martin Jandačka, Martin Summer, Hans-Joachim Vollbrecht
| Year of publication: |
April 2015
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|---|---|
| Authors: | Breuer, Thomas ; Jandačka, Martin ; Summer, Martin ; Vollbrecht, Hans-Joachim |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 53.2015, p. 144-160
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| Subject: | Leverage | Asset pricing | Double auction | Agent based modeling | Trade on networks | Agentenbasierte Modellierung | Agent-based modeling | Auktionstheorie | Auction theory | Allgemeines Gleichgewicht | General equilibrium | Kapitalmarkttheorie | Capital market theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011526908