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Identification and inference in two-pass asset pricing models
Khalaf, Lynda; Schaller, Huntley - In: Journal of economic dynamics & control 70 (2016), pp. 165-177
Persistent link: https://www.econbiz.de/10011708673
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Intertemporal surplus management
Rudolf, Markus; Ziemba, William T. - In: Journal of economic dynamics & control 28 (2004) 5, pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
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A patent race in a real options setting : investment strategy, valuation, CAPM beta, and return volatility
Meng, Rujing - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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A value function arising in the economics of information
Kiefer, Nicholas Maximilian - In: Journal of economic dynamics & control 13 (1989) 2, pp. 201-223
Persistent link: https://www.econbiz.de/10001061845
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The value of information : the case of signal-dependent opportunity sets
Sulganik, Eyal - In: Journal of economic dynamics & control 21 (1997) 10, pp. 1615-1625
Persistent link: https://www.econbiz.de/10001224138
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Implications of more precise information for technological development and economic welfare
Drees, Burkhard; Eckwert, Bernhard - In: Journal of economic dynamics & control 34 (2010) 2, pp. 266-279
Persistent link: https://www.econbiz.de/10003947689
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Hierarchical information and the rate of information diffusion
Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401
Persistent link: https://www.econbiz.de/10009655665
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Identification of information networks in stock markets
Baltakienė, Margarita; Kanniainen, Juho; Baltakys, … - In: Journal of economic dynamics & control 131 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012818145
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Do CAPM results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent - In: Journal of economic dynamics & control 21 (1997) 6, pp. 981-1003
Persistent link: https://www.econbiz.de/10001335986