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Rational asset pricing bubbles

Santos Santos, Manuel - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 1, pp. 19-57

Persistent link: https://www.econbiz.de/10001217068

Essays on behavioral finance

Terzi, Ayşe - 2017

Persistent link: https://www.econbiz.de/10011659847

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Pricing rules and Arrow-Debreu ambiguous valuation

Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - In: Economic theory : official journal of the Society for … 49 (2012) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10009427140

The influence of heterogeneous preferences on asset prices in an incomplete market model

Niehaus, Frank - 2001

In this paper, we examine an exchange economy with a financial market composed of three assets: a share of a stock, an European call option written on the stock, and a riskless bond. The financial market is assumed to be incomplete and the option is not a redundant asset. In such a case the...

Persistent link: https://www.econbiz.de/10011526229