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Haas Finance Prelims

Saturday, June 2, 2007

Heterogenous Beliefs, Short Selling Constraints, and Prices

All else equal, should we seeing higher or lower prices when there are short selling constraints? What are the necessary conditions for short selling constraints to matter?
Posted by Barney Hartman-Glaser at 12:26 PM

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Blog Archive

  • ▼  2007 (23)
    • ▼  June (11)
      • Outstanding questions
      • Market Efficiency and the Expectations Hypothesis
      • B&S and CAPM Redux
      • Investment-cash flow sensitivity
      • Over(under) stated estimates/t-stats
      • Complete Markets with BM
      • Two Fund Risky Separation
      • The Revenue Equivalence Theorem
      • Heterogenous Beliefs, Short Selling Constraints, a...
      • SDF, State prices and the Radon-Nikodym derivative
      • A Question about Brownian Motion
    • ►  May (12)

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