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John Maynard Keynes : the economist as investor
Cristiano, Carlo; Marcuzzo, Maria Cristina - In: Review of Keynesian economics 6 (2018) 2, pp. 266-281
Persistent link: https://www.econbiz.de/10011868191
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Empirical Asset Pricing : Eugene Fama, Lars Peter Hansen, and Robert Shiller
Campbell, John Y. - 2014
asset pricing theory using the stochastic discount factor as an organizing framework, the paper discusses the joint …
Persistent link: https://www.econbiz.de/10013056228
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David Ricardo, the stock exchange, and the Battle of Waterloo : Samuelsonian legends lack historical evidence
Parys, Wilfried - 2020
Persistent link: https://www.econbiz.de/10012439300
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Bad advice, herding and bubbles
Thoma, Mark Allen - In: The journal of economic methodology 20 (2013) 1, pp. 45-55
Persistent link: https://www.econbiz.de/10009783310
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Prices in financial markets
Dothan, Michael U. - 1990 - 1. [print.]
Persistent link: https://www.econbiz.de/10000083857
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Predictability of stock market prices
Granger, Clive William John; Morgenstern, Oskar - 1970
Persistent link: https://www.econbiz.de/10000025286
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Security market imperfections in worldwide equity markets
Keim, Donald B. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10000968945
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Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias - 2017
Persistent link: https://www.econbiz.de/10012197703
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Stochastic implied volatility : a factor-based model
Hafner, Reinhold - 2004
volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …
Persistent link: https://www.econbiz.de/10002063039
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573