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prices
17
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ABEL, A.B.
1
Allen, F.
1
Alvarez, F.
1
BATES, D.S.
1
Babbel, D.F.
1
Blume, M.E.
1
Camarero, M.
1
DOW, J.
1
Dravid, A.
1
Dravid, A.R.
1
Eisenberg, L.K.
1
Esteve, V.
1
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1
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1
GORTON, G.
1
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1
Grundy, R.D.
1
Hausman, J.A.
1
Jermann, U.J.
1
KANDEL, S.
1
Keim, D.B.
1
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1
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1
Lo, A.W.
1
MADHAVAN, A.N.
1
MacKinlay, A.C.
1
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1
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1
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1
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1
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1
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1
Sun, T-S.
1
Tamarit, C.
1
siegel, J.J.
1
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Weiss Center for International Financial Research, Wharton School of Business
19
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Weiss Center Working Papers
IMF Staff Country Reports
169
FRBSF Economic Letter
153
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107
Federal Reserve Bulletin
99
Economic Review
93
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86
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48
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1
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.
;
MADHAVAN, A.N.
-
Weiss Center for International Financial Research, …
-
1990
Persistent link: https://www.econbiz.de/10005664258
Saved in:
2
Quantity-Adjusting Options and Forward Contracts.
Babbel, D.F.
;
Eisenberg, L.K.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005664259
Saved in:
3
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.
KANDEL, S.
;
STAMBAUGH, R.F.
-
Weiss Center for International Financial Research, …
-
1990
Persistent link: https://www.econbiz.de/10005664261
Saved in:
4
Using Asset
Prices
to Measure the Cost of Business Cycles.
Alvarez, F.
;
Jermann, U.J.
-
Weiss Center for International Financial Research, …
-
2000
consumer preferences and instead uses asset
prices
. The method is based on the marginal cost of consumption fluctuations, the …
Persistent link: https://www.econbiz.de/10005664268
Saved in:
5
Historical Returns: The Case for Equity.
siegel, J.J.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777107
Saved in:
6
A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.
;
Smidt, S.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777109
Saved in:
7
Option
Prices
and the Underlying Asset's Return Distribution
Grundy, R.D.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777114
Saved in:
8
Options on two Risky Assets: Nikkei Index Warrants.
Dravid, A.
;
Richardson, M.
;
Sun, T-S.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777115
Saved in:
9
Effects of Bid-Ask Spreads and
Prices
Discreteness on Stock Returns.
Dravid, A.R.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777117
Saved in:
10
An Ordered Probit Analysis of Transaction Stock
Prices
.
Hausman, J.A.
;
Lo, A.W.
;
MacKinlay, A.C.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777122
Saved in:
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