On the Scholes Liquidation Problem
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Cited by:
- Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2010. "The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008," Working Papers 10-22, University of Pennsylvania, Wharton School, Weiss Center.
- Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012.
"The role of institutional investors in propagating the crisis of 2007–2008,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 491-518.
- Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010. "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
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More about this item
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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