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Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao; Pistaferri, Luigi - 2005
Persistent link: https://www.econbiz.de/10002648063
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Has the pricing of stocks become more global?
Petzev, Ivan; Schrimpf, Andreas; Wagner, Alexander F. - 2015
Persistent link: https://www.econbiz.de/10011406111
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
Persistent link: https://www.econbiz.de/10011494133
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Rare events, financial crises, and the cross-section of asset returns
Bianchi, Francesco - 2015
Persistent link: https://www.econbiz.de/10010509639
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Equilibrium cross-section of returns
Gomes Neto, João Batista F. - 2002
Persistent link: https://www.econbiz.de/10013424064
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Stock market volatility and learning
Adam, Klaus; Marcet, Albert; Nicolini, Juan Pablo - 2007
Persistent link: https://www.econbiz.de/10003574542
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Financial-market equilibrium with friction
Buss, Adrian; Dumas, Bernard - 2013
Persistent link: https://www.econbiz.de/10009784729
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Stock market returns, corporate govenrance and capital market equilibrium
Parigi, Bruno; Pelizzon, Loriana; Thadden, Ernst-Ludwig von - 2015
Persistent link: https://www.econbiz.de/10010495442
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Time-varying market integration and expected returns in emerging markets
Jong, Frank de - 2001
Persistent link: https://www.econbiz.de/10013423697
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The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk; Lustig, Hanno - 2006
Persistent link: https://www.econbiz.de/10003394805