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Sector-specific productivity shocks in a matching model
Wesselbaum, Dennis - In: Economic modelling 28 (2011) 6, pp. 2674-2682
Persistent link: https://www.econbiz.de/10009512481
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Stability and the structure of continuous-time economic models
Nieuwenhuis, Herman Jan - In: Economic modelling 14 (1997) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10001241585
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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Does systematic risk change when markets close? : an analysis using stocks' beta
Insana, Alessandra - In: Economic modelling 109 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013348240
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Information disclosure with leakages
Grégoire, Philippe; Huang, Hui - In: Economic modelling 29 (2012) 5, pp. 2005-2010
Persistent link: https://www.econbiz.de/10009667006
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The overconfident trader does not always overreact to his information
Du, Sarina; Liu, Hong - In: Economic modelling 46 (2015), pp. 384-390
Persistent link: https://www.econbiz.de/10011436667
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Insider trading and information revelation with the introduction of futures markets
Hsu, Chih-Hsiang; Lee, Hsiu-Chuan - In: Economic modelling 43 (2014), pp. 173-182
Persistent link: https://www.econbiz.de/10010502185
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Insider trading with public and shared information
Liu, Hong; Zhang, Zhixiang - In: Economic modelling 28 (2011) 4, pp. 1756-1762
Persistent link: https://www.econbiz.de/10009271204