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~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"Harvard Institute of Economic Research"
~institution:"University of Hong Kong / School of Economics and Finance"
~subject:"Capital income"
~type_genre:"Working Paper"
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
Harvard Institute of Economic Research
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A minimal noise trader model with realistic time series properties
Alfarano, Simone
(
contributor
);
Lux, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781210
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2
Calendar cycles, infrequent decisions and the cross-section of stock returns
Jagannathan, Ravi
;
Takehara, Hitoshi
;
Wang, Yong
-
2007
Persistent link: https://www.econbiz.de/10003681335
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