The information in asset fire sales

The information in asset fire sales

Duplicate record, see https://ink.library.smu.edu.sg/lkcsb_research/5894/. Asset prices remain depressed for several years following mutual fund fire sales. We show that price pressure from fire sales is partly due to asymmetric information which leads to an adverse selection problem for arbitrageur...

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Bibliographic Details
Main Authors: HUANG, Sheng, RINGGENBERG, Matthew C., ZHANG, Zhe
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2019
Subjects:
adverse selection
asymmetric information
fire sales
information economics
institutional investors
slow moving capital
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6212
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7211/viewcontent/Asset_Fire_Sale_2019_wp.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/6212
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7211/viewcontent/Asset_Fire_Sale_2019_wp.pdf

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