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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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Does investor risk perception drive asset prices in markets? : experimental evidence
Huber, Jürgen; Palan, Stefan; Zeisberger, Stefan - In: Journal of banking & finance 108 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012224690
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Overlapping portfolios, contagion, and financial stability
Caccioli, Fabio; Farmer, J. Doyne; Foti, Nick; … - In: Journal of economic dynamics & control 51 (2015), pp. 50-63
Persistent link: https://www.econbiz.de/10011474265
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Liquidity risk in stock returns : an event-study perspective
Cao, Charles Q.; Petrasek, Lubomir - In: Journal of banking & finance 45 (2014), pp. 72-83
Persistent link: https://www.econbiz.de/10010466646
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A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
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Generalists and specialists in the credit market
Fricke, Daniel; Roukny, Tarik - In: Journal of banking & finance 112 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012225285
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Itchy feet vs cool heads : flow of funds in an agent-based financial market
Palczewski, Jan; Schenk-Hoppé, Klaus Reiner; Wang, Tongya - In: Journal of economic dynamics & control 63 (2016), pp. 53-68
Persistent link: https://www.econbiz.de/10011708185
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Consuming durable goods when stock markets jump : a strategic asset allocation approach
Matos, João Amaro de; Silva, Nuno - In: Journal of economic dynamics & control 42 (2014), pp. 86-104
Persistent link: https://www.econbiz.de/10010429970
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Dynamic instability in generic model of multi-assets markets
Marsili, Matteo; Raffaelli, Giacomo; Ponsot, Benedicte - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1170-1181
Persistent link: https://www.econbiz.de/10003844200