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Normative inference in efficient markets

Weretka, Marek - In: Economic theory : official journal of the Society for … 68 (2019) 4, pp. 787-810

Persistent link: https://www.econbiz.de/10012213126

International variation in sin stocks and its effects on equity valuation

Fauver, Larry; McDonald, Michael B., IV - In: The journal of corporate finance : contracting, … 25 (2014), pp. 173-187

Persistent link: https://www.econbiz.de/10010366975

Shunned stocks and market states

Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717

Persistent link: https://www.econbiz.de/10013373312

Endogenous habits and equilibrium asset prices

Kraft, Holger; Meyer-Wehmann, André; Seifried, Frank Thomas - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 279-300

Persistent link: https://www.econbiz.de/10013383266

Does round-the-clock trading result in Pareto improvements?

Spiegel, Matthew; Subrahmanyam, Avanidhar - 1993

Persistent link: https://www.econbiz.de/10000859597

The relation between utility and the price of equity

Epstein, Larry G. - 1988

Persistent link: https://www.econbiz.de/10000124833

Market clearing, utility functions, and securities prices

Raimondo, Roberto C. - In: Economic theory : official journal of the Society for … 25 (2005) 2, pp. 265-285

Persistent link: https://www.econbiz.de/10002595487

A model for a large investor trading at market indifference prices : I: single-period case

Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472

Persistent link: https://www.econbiz.de/10011418186

Malliavin's calculus in insider models : additional utility and free lunches

Imkeller, Peter - 2002

we focus on are the calculation of the additional utility of the insider and a study of his free lunch possibilities. The … examples are given to illustrate additional utility and free lunch possibilities. In particular, if the insider has advance …

Persistent link: https://www.econbiz.de/10009620768

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

Carlo simulations. Preferences are modeled by time-additive expected utility and, alternatively, by recursive non …-expected utility. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …-expected utility which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment …

Persistent link: https://www.econbiz.de/10009681108

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