Asset pricing with arbitrage activity
Julien Hugonnier; Rodolfo Prieto
| Year of publication: |
2015
|
|---|---|
| Authors: | Hugonnier, Julien ; Prieto, Rodolfo |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 115.2015, 2, p. 411-428
|
| Subject: | Limits of arbitrage | Rational bubbles | Wealth constraints | Excess volatility | Leverage effect | Arbitrage | Spekulationsblase | Bubbles | Theorie | Theory | Börsenkurs | Share price | CAPM | Volatilität | Volatility | Finanzmarkt | Financial market | Arbitrage Pricing | Arbitrage pricing |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011347464