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A martingale theory of asset pricing in a production economy
Basu, Parantap - In: Mathematical social sciences 20 (1990) 3, pp. 215-225
Persistent link: https://www.econbiz.de/10001112059
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Mean reversion in GNP and stock prices : an adjustment cost hypothesis
Basu, Parantap - In: Kyklos : international review for social sciences 46 (1993) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10001149762
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A new methodology for studying the equity premium
Appelbaum, Elie; Basu, Parantap - 2010
Persistent link: https://www.econbiz.de/10003964872
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Volatility and stock prices: implications from a production model of asset pricing
Basu, Parantap; Samanta, Prodyot - In: Economics letters 70 (2001) 2, pp. 229-235
Persistent link: https://www.econbiz.de/10001537987
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Mean reversion in stock prices : implications from a production based asset pricing model
Basu, Parantap - In: The Scandinavian journal of economics 96 (1994) 1, pp. 51-65
Persistent link: https://www.econbiz.de/10001157537
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An adjustment cost model of asset pricing
Basu, Parantap - In: International economic review 28 (1987) 3, pp. 609-621
Persistent link: https://www.econbiz.de/10001030873