A theory of the dynamics of security returns around market closures
Year of publication: |
1994
|
---|---|
Authors: | Slezak, Steve L. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 4, p. 1163-1211
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Asymmetrische Information | Asymmetric information | Risiko | Risk | Theorie | Theory |
-
Information uncertainty and the pricing of liquidity
Kang, Wenjin, (2019)
-
Trading heterogeneity under information uncertainty
He, Xue-zhong, (2016)
-
Trading heterogeneity under information uncertainty
He, Xue-zhong, (2016)
- More ...
-
Lottery preferences and the idiosyncratic volatility puzzle
Chichernea, Doina C., (2018)
-
An equilibrium model of incentive contracts in the presence of information manipulation
Goldman, Eitan, (2006)
-
Can corporate governance save distressed firms from bankruptcy? : An empirical analysis
Fich, Eliezer M., (2008)
- More ...