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Testing asymmetric-information asset pricing models
Kelly, Bryan T.; Ljungqvist, Alexander - In: The review of financial studies 25 (2012) 5, pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
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Testing disagreement models
Chang, Yen-Cheng; Hsiao, Pei-Jie; Ljungqvist, Alexander; … - In: The journal of finance : the journal of the American … 77 (2022) 4, pp. 2239-2285
Persistent link: https://www.econbiz.de/10013279813
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Testing asymmetric-information asset pricing models
Kelly, Bryan; Ljungqvist, Alexander - 2009
Persistent link: https://www.econbiz.de/10003814922
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Testing disagreement models
Chang, Yen-Cheng; Hsiao, Pei-Jie; Ljungqvist, Alexander; … - 2020
Persistent link: https://www.econbiz.de/10012230238
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2010
Persistent link: https://www.econbiz.de/10008662772
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2017 - Second edition
Persistent link: https://www.econbiz.de/10011452259
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A characterization of the coskewness-cokurtosis pricing model
Back, Kerry E. - In: Economics letters 125 (2014) 2, pp. 219-222
Persistent link: https://www.econbiz.de/10010505382
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Insider trading in continuous time
Back, Kerry E. - In: The review of financial studies 5 (1992) 3, pp. 387-409
Persistent link: https://www.econbiz.de/10001129386
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Asymmetric information and options
Back, Kerry E. - In: The review of financial studies 6 (1993) 3, pp. 435-472
Persistent link: https://www.econbiz.de/10001159890
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Asset pricing for general processes
Back, Kerry E. - In: Journal of mathematical economics 20 (1991) 4, pp. 371-395
Persistent link: https://www.econbiz.de/10001117167