Incorporating positions into asset pricing models with order-based strategies

Journal of Economic Interaction and Coordination

Volumn 3, Issue 2, 2008, Pages 201-227

  Franke, Reiner ^a   Asada, Toichiro ^b  

^a UNIVERSITY OF KIEL   (Germany)

^b CHUO UNIVERSITY   (Japan)

Author keywords

Beja Goldman model; Financial positions of traders; Four dimensional stability analysis; Misalignment; Stability reswitching

Indexed keywords

EID: 57149130379     PISSN: 1860711X     EISSN: 18607128     Source Type: Journal    
DOI: 10.1007/s11403-008-0042-6     Document Type: Article

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