Narrow search
Showing 1 - 10 of 171
Cover Image
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Cover Image
Ambiguous volatility and asset pricing in continuous time
Epstein, Larry G.; Ji, Shaolin - In: The review of financial studies 26 (2013) 7, pp. 1740-1786
Persistent link: https://www.econbiz.de/10009778359
Cover Image
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Cover Image
Exchange rates, equity prices, and capital flows
Hau, Harald; Rey, Hélène - In: The review of financial studies 19 (2006) 1, pp. 273-317
Persistent link: https://www.econbiz.de/10003325182
Cover Image
Limit order book as a market for liquidity
Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - In: The review of financial studies 18 (2005) 4, pp. 1171-1217
Persistent link: https://www.econbiz.de/10003352776
Cover Image
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.; Polson, Nicholas G.; Stroud, … - In: The review of financial studies 22 (2009) 7, pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
Cover Image
Information in equity markets with ambiguity-averse investors
Caskey, Judson A. - In: The review of financial studies 22 (2009) 9, pp. 3595-3627
Persistent link: https://www.econbiz.de/10003885722
Cover Image
Price drift as an outcome of differences in higher-order beliefs
Banerjee, Snehal; Kaniel, Ron; Kremer, Ilan - In: The review of financial studies 22 (2009) 9, pp. 3707-3734
Persistent link: https://www.econbiz.de/10003885730
Cover Image
Margin trading, overpricing, and synchronization risk
Bhojraj, Sanjeev; Bloomfield, Robert J.; Taylor, William B. - In: The review of financial studies 22 (2009) 5, pp. 2059-2085
Persistent link: https://www.econbiz.de/10003886039
Cover Image
Dynamic trading and asset prices : Keynes vs. Hayek
Cespa, Giovanni; Vives, Xavier - 2009
We investigate the dynamics of prices, information and expectations in a competitive, noisy, dynamic asset pricing equilibrium model. We show that prices are farther away from (closer to) fundamentals compared with average expectations if and only if traders over- (under-) rely on public...
Persistent link: https://www.econbiz.de/10003897551