Search Results - subject:"Short selling constraints"

International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk

Schindler, Felix; Kröncke, Tim-Alexander - Verein für Socialpolitik - VfS - 2011

frictions like short selling constraints are introduced. …

Persistent link: https://www.econbiz.de/10010984935

Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory

Fellner, Gerline; Theissen, Erik - Center for Financial Studies - 2011

to test these predictions in the laboratory. The results indicate that prices are higher with short selling constraints …

Persistent link: https://www.econbiz.de/10010958572

Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory

Fellner, Gerlinde; Theissen, Erik - Institut für Finanzmarktforschung, Wirtschafts- und … - 2011

to test these predictions in the laboratory. The results indicate that prices are higher with short selling constraints …

Persistent link: https://www.econbiz.de/10009647571

International diversification with securitized real estate and the veiling glare from currency risk

Kroencke, Tim Alexander; Schindler, Felix - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2011

frictions like short selling constraints are introduced. …

Persistent link: https://www.econbiz.de/10008869221

Short selling constraints and stock returns volatility : empirical evidence from the German stock market

Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166

Persistent link: https://www.econbiz.de/10011647079

A study on short-selling constraints : total ban versus partial ban

Cáceres, Esther; Moreno, David; Rodríguez, Rosa - In: Applied economics letters 22 (2015) 1/3, pp. 99-103

Persistent link: https://www.econbiz.de/10010482052

Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory

Fellner, Gerlinde; Theissen, Erik - In: Journal of Economic Behavior & Organization 101 (2014) C, pp. 113-127

us to test these predictions in the laboratory. The results indicate that prices are higher with short selling … constraints, but the overvaluation does not increase in the degree of divergence of opinion. We further find that trading volume …

Persistent link: https://www.econbiz.de/10010942997

Short sale constraints, divergence of opinion and asset prices : evidence from the laboratory

Fellner, Gerlinde; Theissen, Erik - In: Journal of economic behavior & organization : JEBO 101 (2014), pp. 113-127

Persistent link: https://www.econbiz.de/10010388684

On the existence of shadow prices

Benedetti, Giuseppe; Campi, Luciano; Kallsen, Jan; … - In: Finance and Stochastics 17 (2013) 4, pp. 801-818

selling constraints are a sufficient condition to warrant their existence, even in very general multi-currency market models …, we present a counterexample which shows that shadow prices may fail to exist. On the other hand, we prove that short …

Persistent link: https://www.econbiz.de/10010847057

On the existence of shadow prices

Muhle-Karbe, Johannes; Kallsen, Jan; Campi, Luciano; … - Université Paris-Dauphine (Paris IX) - 2013

short selling constraints are a sufficient condition to warrant their existence, even in very general multi-currency market …

Persistent link: https://www.econbiz.de/10010861554