Uncertainty, Information Acquisition and Price Swings in Asset Markets

By A. Melé, Francesco Sangiorgi. 2015

110 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b99075aa9c453c6c57731efccb2ede33cf97f7a5

Citations in the corpus

• Speculation and Hedging in Segmented Markets (2014, unknown): “Second, many trading strategies—for example, CDS-bond basis arbitrage, convertible bond arbitrage, index arbitrage—typically involve short-selling and the usage of derivatives, which are often used by hedge funds facing fewer regulations (see the discussion in Stulz 2007). In contrast, retail invest”