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subject:"Risk"
~isPartOf:"The review of financial studies"
~person:"Abel, Andrew B."
~person:"Epstein, Larry G."
~person:"MacKinlay, Archie Craig"
~person:"Madhavan, Ananth Narayan"
~person:"Stoll, Hans R."
~person:"Titman, Sheridan"
~person:"Weber, Martin"
~subject:"Bid-ask spread"
~subject:"Share price"
~subject:"Verhaltensökonomik"
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Abel, Andrew B.
Epstein, Larry G.
MacKinlay, Archie Craig
Madhavan, Ananth Narayan
Stoll, Hans R.
Titman, Sheridan
Weber, Martin
Foucault, Thierry
6
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The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
11
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
7
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6
The journal of finance : the journal of the American Finance Association
6
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
5
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5
Rodney L. White Center for Financial Research
5
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The review of economic studies
4
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3
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3
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3
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2
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1
An Elgar reference collection
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Blackwell handbook of judgment and decision making
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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1
Momentum and reversals when overconfident investors underestimate their competition
Luo, Jiang
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 351-393
Persistent link: https://www.econbiz.de/10012405815
Saved in:
2
Ambiguous volatility and asset pricing in continuous time
Epstein, Larry G.
;
Ji, Shaolin
- In:
The review of financial studies
26
(
2013
)
7
,
pp. 1740-1786
Persistent link: https://www.econbiz.de/10009778359
Saved in:
3
Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
26
(
2013
)
11
,
pp. 2687-2717
Persistent link: https://www.econbiz.de/10010225970
Saved in:
4
Price discovery in auction markets : a look inside the black box
Madhavan, Ananth Narayan
;
Panchapagesan, Venkatesh
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 627-658
Persistent link: https://www.econbiz.de/10001499748
Saved in:
5
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
Saved in:
6
The components of the bid-ask spread : a general approach
Huang, Roger D.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 995-1034
Persistent link: https://www.econbiz.de/10001229608
Saved in:
7
The upstairs market for large-block transactions : analysis and measurement of price effects
Keim, Donald B.
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001198899
Saved in:
8
Consolidation, fragmentation, and the disclosure of trading information
Madhavan, Ananth Narayan
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 579-603
Persistent link: https://www.econbiz.de/10001188921
Saved in:
9
Market microstructure and stock return predictions
Huang, Roger D.
- In:
The review of financial studies
7
(
1994
)
1
,
pp. 179-213
Persistent link: https://www.econbiz.de/10001230530
Saved in:
10
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
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