Similar Search Results

Jarrow, Robert A.; Protter, Philipp - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 901-924

Persistent link: https://www.econbiz.de/10003928307

Risk measures and the impact of asset price bubbles

Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56

Persistent link: https://www.econbiz.de/10011298886

Abnormal profit opportunities and the informational advantage of high frequency trading

Jarrow, Robert A.; Li, Hao - In: The quarterly journal of finance 3 (2013) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10010245481

Relative asset price bubbles

Falafala, Roseline Bilina; Jarrow, Robert A.; Protter, … - In: Annals of finance 12 (2016) 2, pp. 135-160

Persistent link: https://www.econbiz.de/10011555672

Large-trader impact and market regulation

Gastineau, Gary L. - In: Financial analysts' journal : FAJ 47 (1991) 4, pp. 40-51

Persistent link: https://www.econbiz.de/10001111205

Market manipulation, bubbles, corners, and short squeezes

Jarrow, Robert A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 311-336

Persistent link: https://www.econbiz.de/10001129750

Primes and scores : an essay on market imperfections

Jarrow, Robert A. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1263-1287

Persistent link: https://www.econbiz.de/10001080359

Market manipulation

Cherian, Joseph A. - In: Finance, (pp. 611-630). 1995

Persistent link: https://www.econbiz.de/10001317999

Ex-dividend stock price behavior and arbitrage opportunities

Heath, David C. - In: The journal of business : B 61 (1988) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10001044862

A Liquidity Based Model for Asset Price Bubbles

Protter, Philip - 2011

We provide a new liquidity based model for financial asset price bubbles that explains bubble formation and bubble bursting. The martingale approach (Cox and Hobson (2005), Jarrow et al. (2007)) to modeling price bubbles assumes that the asset's market price process is exogenous and the...

Persistent link: https://www.econbiz.de/10013133862