Title:

Securities Market Theory: Possession, Repo and Rehypothecation

Authors:

Mário Páscoa (U Nova)
Jean-Marc Bottazzi (CES, U Paris I, Pantheon-Sorbonne)
Jaime Luque (U Carlos III)

Journal:

Journal of Economic Theory

Year:

2012

Volume:

147

Pages:

477-500

JEL codes:

D53 - Financial Markets
G12 - Asset Pricing; Trading volume; Bond Interest Rates