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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

Corporate Control, Portfolio Choice, and the Decline of Banking.

Gorton, G.; Rosen, R. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245183

A General Equilibrium Model of Portfolio Insurance.

Basak, S. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245209

MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS.

ALLEN, F.; GALE, D. - Rodney L. White Center for Financial Research, Wharton … - 1990

Persistent link: https://www.econbiz.de/10005245225

SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.

DOW, J.; GORTON, G. - Rodney L. White Center for Financial Research, Wharton … - 1989

Persistent link: https://www.econbiz.de/10005245251

Price Experimentation and Security Market Structure.

Leach, J.C.; Madhavan, A.N. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245278

The Cost of Institutional Equity Trades.

Keim, D.B.; Madhavan, A. - Rodney L. White Center for Financial Research, Wharton … - 1998

This article provides an overview of the empirical evidence on the magnitude and determinants of equity trading costs. The focus is primarily on the trades of institutional investors.

Persistent link: https://www.econbiz.de/10005774150

THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.

BATES, D.S. - Rodney L. White Center for Financial Research, Wharton … - 1990

Persistent link: https://www.econbiz.de/10005245185

Options, the Value of Capital, and Investment.

Abel, A.B.; Dixit, A.K.; Eberly, J.C.; Pindyck, R.S. - Rodney L. White Center for Financial Research, Wharton … - 1996

Persistent link: https://www.econbiz.de/10005245195

On the Integration of the US Equity Markets.

Blume, M.E.; Goldstein, M.A. - Rodney L. White Center for Financial Research, Wharton … - 1995

Persistent link: https://www.econbiz.de/10005245197