مرکز منطقه ای اطلاع رساني علوم و فناوري - Convergence trading with wealth effects: an amplification mechanism in financial markets

Title of article :

Convergence trading with wealth effects: an amplification mechanism in financial markets

Author/Authors :

Wei Xiong، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

247

To page :

292

Keywords :

Convergence trading , Wealtheffect , Volatility amplification , Destabilizing speculation , LTCM crisis

Journal title :

Journal of Financial Economics

Serial Year :

2001

Journal title :

Journal of Financial Economics

Record number :

257513

Link To Document :