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On equilibrium prices in continuous time

Martins-da-Rocha, V. Filipe; Riedel, Frank - 2008

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about …

Persistent link: https://www.econbiz.de/10010272583

Asset pricing using trading volumes in a hidden regime-switching environment

Elliott, Robert J.; Siu, Tak Kuen - In: Asia-Pacific financial markets 22 (2015) 2, pp. 133-149

Persistent link: https://www.econbiz.de/10011377522

A jump model for fads in asset prices under asymmetric information

Buckley, Winston; Long, Hongwei; Perera, Sandun - In: European journal of operational research : EJOR 236 (2014) 1, pp. 200-208

Persistent link: https://www.econbiz.de/10010361742

Exploiting stochastic dominance to generate abnormal stock returns

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial markets 20 (2014), pp. 20-38

Persistent link: https://www.econbiz.de/10010442398

Retrieving almost stochastic Dominance momentum in Taiwan stock market

Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014491182

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung

Schwaiger, Walter S. A. - 1994

Persistent link: https://www.econbiz.de/10000886147

Asset pricing of financial institutions : the cross-section of expected stock returns in the property/liability insurance industry

Ben Ammar, Semir; Eling, Martin; Milidonis, Andreas - 2015

We conduct a comprehensive asset pricing analysis for the U.S. property/liability insurance industry using monthly data from 1988 to 2015. We find that state-of-the-art models such as the Fama and French (2015) five-factor model cannot explain the returns of property/liability insurance stocks...

Persistent link: https://www.econbiz.de/10011345060

Innovation, growth, and asset prices

Kung, Howard; Schmid, Lukas - In: The journal of finance : the journal of the American … 70 (2015) 3, pp. 1001-1037

Persistent link: https://www.econbiz.de/10011317971

Heterogeneous gain learning and the dynamics of asset prices

LeBaron, Blake Dean - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 424-445

Persistent link: https://www.econbiz.de/10009698080

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