The effect of short sale constraint removal on volatility in the presence of heterogeneous beliefs
Year of publication: |
2003
|
---|---|
Authors: | Kraus, Alan Francis ; Rubin, Amir |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 4.2003, 3/4, p. 171-188
|
Subject: | Wertpapierhandel | Securities trading | Finanzmarktregulierung | Financial market regulation | Leerverkauf | Short selling | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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