Endogenous leverage and asset pricing in double auctions

Journal of Economic Dynamics and Control 2015 / 04 Vol. 53

Endogenous leverage and asset pricing in double auctions

Breuer, Thomas, Jandačka, Martin, Summer, Martin, Vollbrecht, Hans-Joachim
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Volume:
53
Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2015.02.004
Date:
April, 2015
File:
PDF, 1.14 MB
english, 2015
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