Rational Panics, Absorbing Regime Switching and Stock Market
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References listed on IDEAS
- Barlevy, Gadi & Veronesi, Pietro, 2003. "Rational panics and stock market crashes," Journal of Economic Theory, Elsevier, vol. 110(2), pages 234-263, June.
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"Market Liquidity, Hedging, and Crashes,"
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More about this item
KeywordsChinese Stock Market; Market Crash; and Inverted-S Demand;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
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