NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Supply and Shorting in Speculative Markets

Marcel Nutz, José A. Scheinkman

NBER Working Paper No. 23751
Issued in August 2017

---- Acknowledgments ----

We are indebted to Pete Kyle and Xunyu Zhou for fruitful discussions. Marcel Nutz research was supported by an Alfred P. Sloan Fellowship and NSF Grant DMS-1512900. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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