The impact of short-selling constraints on financial market stability in a heterogeneous agents model

Author:

Anufriev Mikhail,Tuinstra Jan

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference33 articles.

1. Evolutionary selection of individual expectations and aggregate outcomes in asset pricing experiments;Anufriev;American Economic Journal,2012

2. Asset prices, traders' behavior and market design;Anufriev;Journal of Economic Dynamics and Control,2009

3. Bai, Y., Chang, E., Wang, J., 2006. Asset Prices Under Short-Sale Constraints. Discussion Paper, MIT Sloan School of Management. 〈http://web.mit.edu/wangj/www/pap/BCW_061112.pdf〉.

4. Barberis, N., Thaler, R., 2003. A survey of behavioral finance. In: Constantinides, G., Harris, M., Stultz, R. (Eds.), Handbook of the Economics of Finance. Handbooks in Economics Series. North-Holland, Amsterdam.

5. Short-selling bans around the world;Beber;Journal of Finance,2013

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