Rational Panics, Absorbing Regime Switching And Stock Market
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References listed on IDEAS
- Gennotte, Gerard & Leland, Hayne, 1990.
"Market Liquidity, Hedging, and Crashes,"
American Economic Review,
American Economic Association, vol. 80(5), pages 999-1021, December.
- Gerard Gennotte and Hayne Leland., 1989. "Market Liquidity, Hedging and Crashes," Research Program in Finance Working Papers RPF-192, University of California at Berkeley.
- Gerard Gennotte and Hayne Leland., 1989. "Market Liquidity, Hedging and Crashes," Research Program in Finance Working Papers RPF-184, University of California at Berkeley.
- Chien-Hsun Chen & Hui-Tzu Shih, 2002. "The Evolution of the Stock Market in Chinaâ€™s Transitional Economy," Books, Edward Elgar Publishing, number 2792, April.
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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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