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Optimal investment with inside information and parameter uncertainty

Danilova, Albina; Monoyios, Michael; Ng, Andrew - In: Mathematics and financial economics 3 (2010) 1, pp. 13-38

Persistent link: https://www.econbiz.de/10003978398

Optimal tax-transfer-schemes under partial information

Homburg, Stefan (contributor); Lohse, Tim (contributor) - 2004 - [Elektronische Ressource]

According to a widely held belief, all who are able to work, should workʺ. We consider this statement within a framework of non-linear taxation. The crucial difference between our model and the standard model is that the government can distinguish between productive persons and the disabled. A...

Persistent link: https://www.econbiz.de/10002203168

Ambiguity effects on asset market equilibrium under two-tiered asymmetric information

Hahn, Guangsug; Kwon, Joon Yeop - In: Korea and the world economy 15 (2014) 2, pp. 243-264

Persistent link: https://www.econbiz.de/10010414239

The liquidity service of benchmark securities

Yuan, Kathy - In: Journal of the European Economic Association 3 (2005) 5, pp. 1156-1180

Persistent link: https://www.econbiz.de/10003101753

On the mitigation of valuation uncertainty risk : the importance of a robust proxy for the "cumulative state of market incompleteness"

Obrimah, Oghenovo Adewale - In: The journal of risk model validation 17 (2023) 3, pp. 35-57

Persistent link: https://www.econbiz.de/10014485775

Transaction risk, derivative assets, and equilibrium

Cao, H. Henry; Ye, Dongyan - In: The quarterly journal of finance 6 (2016) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011452334

International diversification and stock-price crash risk

Askarzadeh, Alireza; Kanaanitorshizi, Mostafa; … - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-17

mechanisms and applying the concept of agency theory to a sample of US firms spanning from 2000 to 2022, we posit that an … to the accumulation of negative news and heighten the risk of a stock-price crash. Furthermore, we propose that higher … moderate the positive relationship between internationalization and stock-price crash risk. …

Persistent link: https://www.econbiz.de/10014636301

Trading against disorderly liquidation of a large position under asymmetric information and market impact

Hillairet, Caroline; Hyndman, Cody; Jiao, Ying; Wang, Renjie - 2017

Persistent link: https://www.econbiz.de/10012200243

Dynamic information acquisition and portfolio bias

Valchev, Rosen - 2017

Persistent link: https://www.econbiz.de/10011796922

Capital market integration in Euroland : the role of banks

Buch, Claudia M. - 1999

banks as providers of informational and of risk-diversification services. By eliminating exchange rate risks, the euro … on the risk taking of banks. …

Persistent link: https://www.econbiz.de/10011475635

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