Asset Prices, Heterogeneous Expectations, and Limited Short Sales
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References listed on IDEAS
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More about this item
KeywordsHeterogeneous expectations; Dispersion in expectations; Limited short sales; Short-sale cost;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2003-09-14 (Corporate Finance)
- NEP-FIN-2003-09-14 (Finance)
- NEP-FMK-2003-09-14 (Financial Markets)
- NEP-RMG-2003-09-14 (Risk Management)
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