Similar Search Results - EconBiz

Martingale-Like Behavior of Prices

Sims, Christopher A. - 1980

Asset prices set in a competitive market need not be martingales; that is, it need not be true that the best predictor of future prices is the current price. Nonetheless, statistical tests for this property are sometimes treated as tests for the proper functioning of an asset market; asset...

Persistent link: https://www.econbiz.de/10012478647

Not all price endings are created equal : price points and asymmetric price rigidity

Levy, Daniel C.; Snir, Avichai; Gotler, Alex; Chen, Haipeng - In: Journal of monetary economics 110 (2020), pp. 33-49

Persistent link: https://www.econbiz.de/10012494121

Asset price volatility, price markups, and macroeconomic fluctuations

Iraola, Miguel A.; Santos Santos, Manuel - In: Journal of monetary economics 90 (2017), pp. 84-98

Persistent link: https://www.econbiz.de/10011799232

Size-related biases in event study methodology : an example and a comparison of correction methods

Lauterbach, Beni; Vu, Joseph D. - 1990

Persistent link: https://www.econbiz.de/10000798548

Takeover threats, antitakeover amendments and stock price reaction

Lauterbach, Beni; Malitz, Ileen B.; Vu, Joseph D. - 1989

Persistent link: https://www.econbiz.de/10000769117

Model specification, information asymmetry and antitakeover defences

Lauterbach, Beni; Long, Michael S.; Malitz, Ileen B. - 1991

Persistent link: https://www.econbiz.de/10000820339

Constructing a test for the tax-clientele effects in the bonds market

Katz, Eliakim; Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000762935

Clientele effect, arbitrage and term structure estimation

Prisman, Eliezer Zeev - 1988

Persistent link: https://www.econbiz.de/10000762939

Competition in a stock market with small firms

Haller, Hans - 1984

Persistent link: https://www.econbiz.de/10000167173

The effect of insider trading by a dominant trader in a simple securities market model

Altuğ, Sumru - 1985 - Rev.

Persistent link: https://www.econbiz.de/10003468530

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