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Financial-market equilibrium with friction
Buss, Adrian; Dumas, Bernard - 2013
Persistent link: https://www.econbiz.de/10009767514
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Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Rebelo, Sérgio - 2012
Persistent link: https://www.econbiz.de/10009705862
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Financial-market equilibrium with friction
Buss, Adrian; Dumas, Bernard - 2013
Persistent link: https://www.econbiz.de/10009784729
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Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Rebelo, Sérgio - 2012
Persistent link: https://www.econbiz.de/10009687293
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
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Portfolio valuation under liquidity constraints with permanent price impact
Csóka, Péter; Hevér, Judit - In: Finance research letters 26 (2018), pp. 235-241
Persistent link: https://www.econbiz.de/10012005685
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Sentiment trading, informed trading and dynamic asset pricing
Li, Jinfang - In: The North American journal of economics and finance : a … 47 (2019), pp. 210-222
Persistent link: https://www.econbiz.de/10012117841
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Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Luo, Victor Xi; … - In: The journal of finance : the journal of the American … 71 (2016) 6, pp. 2861-2904
Persistent link: https://www.econbiz.de/10011738221
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Chapter 12. Advances in Consumption-Based Asset Pricing: Empirical Tests
Ludvigson, Sydney C. - 2013
The last 15 years has brought forth an explosion of research on consumption-based asset pricing as a leading contender for explaining aggregate stock market behavior. This research has propelled further interest in consumption-based asset pricing, as well as some debate. This chapter surveys the...
Persistent link: https://www.econbiz.de/10014025366
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Modelling the shape of the limit order book
Platania, Federico; Serrano, Pedro; Tapia, Mikel - In: Quantitative finance 18 (2018) 9, pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208