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Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L.; Plott, Charles; Zame, William R. - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 993-1038
Persistent link: https://www.econbiz.de/10003507322
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A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1711-1750
Persistent link: https://www.econbiz.de/10003943413
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Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory; Hagmann, Matthias; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
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Ambiguity, learning, and asset returns
Ju, Nengjiu; Miao, Jianjun - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 559-591
Persistent link: https://www.econbiz.de/10009535006
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Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 4, pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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An approach to asset pricing under incomplete and diverse perceptions
Eyster, Erik; Piccione, Michele - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 4, pp. 1483-1506
Persistent link: https://www.econbiz.de/10009793482
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A general formula for valuing defaultable securities
Collin-Dufresne, Pierre; Goldstein, R.; Hugonnier, J. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1377-1407
Persistent link: https://www.econbiz.de/10002197421
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Over-the-counter markets
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 6, pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
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Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.; Chen, Yu; Cosimano, Thomas F.; … - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
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Asset pricing in economies with frictions
Luttmer, Erzo Gerrit Jan - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 6, pp. 1439-1467
Persistent link: https://www.econbiz.de/10001210411