Endogenous leverage and asset pricing in double auctions
Author: | Thomas Breuer, Martin Jandacka, Martin Summer, Hans-Joachim Vollbrecht |
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DOI: | https://doi.org/10.1016/j.jedc.2015.02.004 |
ISSN: | 0165-1889 |
Parent Title (English): | Journal of Economic Dynamics and Control |
Document Type: | Article |
Language: | English |
Year of publication: | 2015 |
Release Date: | 2018/11/22 |
Tag: | Agent based modeling; Asset pricing; Double auction; Leverage; Trade on networks |
Volume: | o.Jg. |
Issue: | Bd. 53 |
First Page: | 144 |
Last Page: | 160 |
Organisationseinheit: | Forschung / Forschungszentrum Business Informatics |
Publicationlist: | Jandacka, Martin |
Breuer, Thomas |