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~isPartOf:"ECB Working Paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Finanzmarkt"
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Finanzmarkt
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Manganelli, Simone
6
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5
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4
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Demirgüç-Kunt, Asli
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The journal of finance : the journal of the American Finance Association
NBER working paper series
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1
Liquidity and real equilibrium interest rates: a framework of analysis
Stracca, Livio
-
2005
This paper proposes a general equilibrium model with heterogeneous households and a financial market where each financial instrument provides liquidity services in addition to enabling a transfer of purchasing power over time. Importantly, liquidity services may be asymmetric according to...
Persistent link: https://www.econbiz.de/10011604588
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2
Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm
Puigvert Gutiérrez, Josep Maria
;
Fortiana Gregori, Josep
-
2008
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...
Persistent link: https://www.econbiz.de/10011604994
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3
Noise
Black, Fischer
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 529-543
Persistent link: https://www.econbiz.de/10001047830
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4
The effect of sequential information arrival on asset prices : an experimental study
Copeland, Thomas E.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
3
,
pp. 763-797
Persistent link: https://www.econbiz.de/10001047834
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5
A simple model of capital market equilibrium with incomplete information
Merton, Robert C.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
3
,
pp. 483-510
Persistent link: https://www.econbiz.de/10001047870
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6
Financial development and intersectional allocation : a new approach
Fisman, Raymond
;
Love, Inessa
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2785-2808
Persistent link: https://www.econbiz.de/10002503616
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7
Household finance
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
61
(
2006
)
4
,
pp. 1553-1604
Persistent link: https://www.econbiz.de/10003357781
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8
CEOs' outside employment opportunities and the lack of relative performance evaluation in compensation contracts
Rajgopal, Shivaram
;
Shevlin, Terry
;
Zamora, Valentina
- In:
The journal of finance : the journal of the American …
61
(
2006
)
4
,
pp. 1813-1844
Persistent link: https://www.econbiz.de/10003357799
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9
Asset growth and the cross-section of stock returns
Cooper, Michael J.
;
Gulen, Huseyin
;
Schill, Michael J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
4
,
pp. 1609-1651
Persistent link: https://www.econbiz.de/10003821867
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10
A search-based theory of the on-the-run phenomenon
Vayanos, Dimitri
;
Weill, Pierre-Olivier
- In:
The journal of finance : the journal of the American …
63
(
2008
)
3
,
pp. 1361-1398
Persistent link: https://www.econbiz.de/10003822295
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