大型投资者进行战略互动时的资产价格

IF 1.5 4区经济学 Q3 BUSINESS, FINANCE

Quantitative Finance Pub Date : 2024-08-19 DOI:10.1080/14697688.2024.2387821

Giuliano Curatola

引用次数: 0

摘要

本文探讨了在散户和机构投资者共同参与的交易所经济中的均衡资产价格和杠杆作用。机构投资者会影响股票价格，而散户投资者则会影响股票价格。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asset prices when large investors interact strategically

This paper examines equilibrium asset prices and leverage in an exchange economy populated with both retail and institutional investors. Institutional investors influence the price of the stocks th...

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来源期刊

Quantitative Finance 社会科学-数学跨学科应用

CiteScore

3.20

自引率

7.70%

发文量

102

审稿时长

4-8 weeks

期刊介绍： The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.