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Asset Prices Under Short-Sale Constraints Yang Bai, Eric C. Chang and Jiang Wang∗ First draft: October 15, 2003. This draft: November 12, 2006
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Document Date: 2006-11-18 00:09:56

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File Size: 688,32 KB

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St. Louis / /

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Mitsui / Xi / /

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Facility

University of North Carolina / Washington University / University of Hong Kong / Renmin University / /

IndustryTerm

closed-form solutions / closedform solution / closed-form solution / numerical solutions / /

NaturalFeature

Prices fall / /

Organization

Hong Kong Research Grants Council / School of Business / CCFR / School of Management / MIT / University of North Carolina / NBER / US Federal Reserve / FEP / University of Hong Kong / ISCTE / Washington University / Renmin University / Securities and Exchange Commission / /

Person

Jiang Wang / Diamond / Kathy Yuan / Chen / Raviv / Hong Liu / Eric C. Chang / Stein / /

Position

rational expectations model / Cao / /

ProvinceOrState

North Carolina / /

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