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Contagion explanations have also been proposed [Calvo (1999), Yuan (2000), Kyle and Xiong (2005), Bron-er, Gelos and Reinhart (2006)]. Finally, forced price pressure ...
... sales constraints, share turnover, implied volatility differential, asset price bubbles * We thank John Campbell, David Hirshleifer, Pete Kyle, Bob Shiller, and Wei Xiong ...
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