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~institution:"Weiss Center for International Financial Research, Wharton School of Business"
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Weiss Center for International Financial Research, Wharton School of Business
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C.E.P.R. Discussion Papers
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Weiss Center Working Papers
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1
SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
DOW, J.
;
GORTON, G.
-
Weiss Center for International Financial Research, …
-
1989
Persistent link: https://www.econbiz.de/10005631570
Saved in:
2
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.
;
MADHAVAN, A.N.
-
Weiss Center for International Financial Research, …
-
1990
Persistent link: https://www.econbiz.de/10005664258
Saved in:
3
Historical Returns: The Case for Equity.
siegel, J.J.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777107
Saved in:
4
Option
Prices
and the Underlying Asset's Return Distribution
Grundy, R.D.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777114
Saved in:
5
Effects of Bid-Ask Spreads and
Prices
Discreteness on Stock Returns.
Dravid, A.R.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777117
Saved in:
6
Rational Expectations and Stock Market Bubbles.
Allen, F.
;
Postlewaite, A.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005631563
Saved in:
7
MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS.
ALLEN, F.
;
GALE, D.
-
Weiss Center for International Financial Research, …
-
1990
Persistent link: https://www.econbiz.de/10005631567
Saved in:
8
A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.
;
Smidt, S.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777109
Saved in:
9
Options on two Risky Assets: Nikkei Index Warrants.
Dravid, A.
;
Richardson, M.
;
Sun, T-S.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777115
Saved in:
10
An Ordered Probit Analysis of Transaction Stock
Prices
.
Hausman, J.A.
;
Lo, A.W.
;
MacKinlay, A.C.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777122
Saved in:
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