Large investors, takeovers, and the rule of law

Monte Carlo Methods and Applications

Volumn 8, Issue 4, 2002, Pages 357-370

  Heritage, J P ^a   Rogers, L G G ^b  

^a University of Bath   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77957123554     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.2002.8.4.357     Document Type: Article

References (7)

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2. Breeden, D.T. 1986. Consumption, Production, Inflation and Interest Rates: a Synthesis. Journal of Financial Economics, 16, 3-39.
3. Brennan, M.J., & Schwartz, E. 1989. Portfolio Insurance and Financial Market Equilibrium. Journal of Business, 62(4), 455-476.
4. Frey, R., k Stremme, A. 1997. Market Volatility and Feedback Effects from Dynamic Hedging. Mathematical Finance, 7(4), 351-374.
5. Gennotte, G., & Leiand, L. 1990. Market Liquidity, Hedging and Crashes. The American Economic Review, 80(5), 999-1021.
6. Platen, E., Schweizer, M. 1998. On Feedback Effects from Hedging Derivatives. Mathematical Finance, 8(1), 67-84.
7. Rogers, L.C.G., & Yousaf, F.A. 2000. Changes in Market Equilibria Caused by Sudden Shocks. University of Bath, preprint.