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Blume, M.E.
6
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4
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3
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Rodney L. White Center for Financial Research, Wharton School of Business
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Rodney L. White Center for Financial Research Working Papers
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RePEc
61
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1
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects.
Keim, D.B.
;
Madhavan, A.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245202
Saved in:
2
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.
;
MADHAVAN, A.N.
-
Rodney L. White Center for Financial Research, Wharton …
-
1990
Persistent link: https://www.econbiz.de/10005245204
Saved in:
3
A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.
;
Smidt, S.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245207
Saved in:
4
SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
DOW, J.
;
GORTON, G.
-
Rodney L. White Center for Financial Research, Wharton …
-
1989
Persistent link: https://www.econbiz.de/10005245251
Saved in:
5
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.
KANDEL, S.
;
STAMBAUGH, R.F.
-
Rodney L. White Center for Financial Research, Wharton …
-
1990
Persistent link: https://www.econbiz.de/10005245254
Saved in:
6
General Properties of Option
Prices
.
Bergman, Y.Z.
;
Grundy, B.D.
;
Wiener, Z.
-
Rodney L. White Center for Financial Research, Wharton …
-
1996
-Markovian process, then call
prices
can have properties very different from those of black-Scholes model: a call's price can be …
Persistent link: https://www.econbiz.de/10005245261
Saved in:
7
An Analysis of Daily Changes in Specialist Inventories and Quotations.
Madhavan, A.
;
Smith, S.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245282
Saved in:
8
Backwardation in Oil Futures Markets: Theory and Empirical Evidence.
Litzenberger, R.H.
;
Rabinowitz, N.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245284
Saved in:
9
An Ordered Probit Analysis of Transaction Stock
Prices
.
Hausman, J.A.
;
Lo, A.W.
;
MacKinlay, A.C.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245291
Saved in:
10
Reserve Requirements and the Indicator Properties of Monetary Aggregates.
Siegel, J.J.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245293
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