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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"NBER working paper series"
~isPartOf:"Rodney L. White Center for Financial Research"
~person:"Al-Azzam, Moh’d"
~person:"Cochrane, John H."
~person:"Fernandes, Marcelo"
~person:"Foucault, Thierry"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hong, Harrison"
~person:"Stambaugh, Robert F."
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"Expectation formation"
~subject:"Spekulation"
~type_genre:"Arbeitspapier"
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Bayes-Statistik
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23
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9
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Al-Azzam, Moh’d
Cochrane, John H.
Fernandes, Marcelo
Foucault, Thierry
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hong, Harrison
Stambaugh, Robert F.
Canova, Fabio
8
Lettau, Martin
8
Pástor, Ľuboš
8
Başak, Suleyman
7
Uppal, Raman
5
Vayanos, Dimitri
5
Albuquerque, Rui
4
Bianchi, Francesco
4
Ciccarelli, Matteo
4
Danthine, Jean-Pierre
4
Eichenbaum, Martin S.
4
Farmer, Roger E. A.
4
Koedijk, Kees
4
Pedersen, Lasse Heje
4
Rebelo, Sérgio
4
Schorfheide, Frank
4
Smets, Frank
4
Spiegler, Ran
4
Vives, Xavier
4
Wickens, Michael R.
4
Acharya, Viral V.
3
Bacchetta, Philippe
3
Brunnermeier, Markus Konrad
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Buss, Adrian
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Cespa, Giovanni
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Donaldson, John B.
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Erceg, Christopher J.
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Favero, Carlo A.
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Gerlach, Stefan
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Ghironi, Fabio
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Giacomini, Raffaella
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Gomes Neto, João Batista F.
3
Jong, Frank de
3
Kilian, Lutz
3
Le, Vo Phuong Mai
3
Ljungqvist, Alexander
3
Marcellino, Massimiliano
3
Miller, Marcus
3
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Discussion paper / Centre for Economic Policy Research
Economic modelling
Journal of econometrics
Journal of financial economics
NBER working paper series
Rodney L. White Center for Financial Research
Working paper / National Bureau of Economic Research, Inc.
20
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6
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
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4
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3
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3
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2
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2
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1
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ECONIS (ZBW)
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1
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000981017
Saved in:
2
Ripple effects of noise on corporate investment
Dessaint, Olivier
;
Foucault, Thierry
;
Frésard, Laurent
; …
-
2016
Persistent link: https://www.econbiz.de/10011437548
Saved in:
3
Data abundance and asset price informativeness
Dugast, Jèrôme
;
Foucault, Thierry
-
2016
Persistent link: https://www.econbiz.de/10011482235
Saved in:
4
Inventory management, dealers' connections, and prices in OTC markets
Colliard, Jean-Edouard
;
Foucault, Thierry
;
Hoffmann, Peter
-
2018
Persistent link: https://www.econbiz.de/10011975212
Saved in:
5
Imperfect market monitoring and SOES trading
Foucault, Thierry
;
Röell, Ailsa
;
Sandås, Patrik
-
1999
Persistent link: https://www.econbiz.de/10001412777
Saved in:
6
Comparing asset pricing models : an investment perspective
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001412832
Saved in:
7
Trading fees and
efficiency
in limit order markets
Colliard, Jean-Edouard
;
Foucault, Thierry
-
2011
Persistent link: https://www.econbiz.de/10009155903
Saved in:
8
Order flow composition and trading costs in dynamic limit order markets
Foucault, Thierry
-
1998
Persistent link: https://www.econbiz.de/10013422488
Saved in:
9
Imperfect market-monitoring and soes trading
Foucault, Thierry
-
1999
Persistent link: https://www.econbiz.de/10013422887
Saved in:
10
Limit order book as a market for liquidity
Foucault, Thierry
-
2001
Persistent link: https://www.econbiz.de/10013423512
Saved in:
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