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~institution:"Rodney L. White Center for Financial Research, Wharton School of Business"
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economic models
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Blume, M.E.
5
Stambaugh, R.F.
5
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3
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3
MacKinlay, A.C.
3
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1
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Rodney L. White Center for Financial Research, Wharton School of Business
International Monetary Fund (IMF)
1,556
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
169
CentER for Economic Research, Universiteit van Tilburg
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Bank of Canada
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
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48
Department of Economics, Oxford University
47
Michigan - Center for Research on Economic & Social Theory
47
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46
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44
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Rodney L. White Center for Financial Research Working Papers
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RePEc
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1
A Test of the Cox, Ingersoll, and Ross Model of the Term Structure.
Gibbons, M.R.
;
Ramaswamy, K.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245210
Saved in:
2
An Ordered Probit Analysis of Transaction Stock Prices.
Hausman, J.A.
;
Lo, A.W.
;
MacKinlay, A.C.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245291
Saved in:
3
Bayesian Inference and Portfolio Efficiency.
Kandel, S.
;
Stambaugh, R.F.
;
McCulloch, R.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245340
Saved in:
4
Flexible (S,s) bands, uncertainty and Aggregate consumer Durables.
Eberly, J.C.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245199
Saved in:
5
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects.
Keim, D.B.
;
Madhavan, A.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245202
Saved in:
6
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.
;
MADHAVAN, A.N.
-
Rodney L. White Center for Financial Research, Wharton …
-
1990
Persistent link: https://www.econbiz.de/10005245204
Saved in:
7
Stochastic Volatility: Univeriate and Multivariate Extensions.
Jacquier, E.
;
Polson, N.G.
;
Rossi, P.
-
Rodney L. White Center for Financial Research, Wharton …
-
1995
Persistent link: https://www.econbiz.de/10005245206
Saved in:
8
A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.
;
Smidt, S.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245207
Saved in:
9
Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing.
Dow, J.
;
Gorton, G.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245208
Saved in:
10
General Tests of Latent Variable Models and Mean Variance Spanning.
Ferson, W.E.
;
Foerster, S.R.
;
Keim, D.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245215
Saved in:
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