Supply and Shorting in Speculative Markets
NBER Working Paper No. 23751
---- 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.