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Buyers' and seller's markets : a simple rational expectations search model of the housing market

Zorn, Thomas S. - In: The journal of real estate finance and economics 4 (1991) 3, pp. 315-325

Persistent link: https://www.econbiz.de/10001159412

The fallacy of the interior decorator fallacy : how to customize portfolios

Johnson, Robert R. - In: The Mid-Atlantic journal of business 25 (1989) 5, pp. 41-51

Persistent link: https://www.econbiz.de/10001103230

An optimal incentive system for real estate agents

Jares, Timothy E.; Larsen, James E.; Zorn, Thomas S. - In: The journal of real estate research 20 (2000) 1/2, pp. 49-59

Persistent link: https://www.econbiz.de/10001522226

Heterogeneous beliefs and risk-neutral skewness

Friesen, Geoffrey C.; Zhang, Yi; Zorn, Thomas S. - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 851-872

Persistent link: https://www.econbiz.de/10009672401

Asymmetry in the effects of economic fundamentals on rising and falling exchange rates

Vygodina, Anna V.; Zorn, Thomas S.; DeFusco, Richard A. - In: International review of financial analysis 17 (2008) 4, pp. 728-746

Persistent link: https://www.econbiz.de/10003765914

Heterogeneous Beliefs and Risk Neutral Skewness

Friesen, Geoffrey C. - 2011

This study tests whether investor belief differences affect the cross-sectional variation of risk-neutral skewness, using data on firm-level stock options traded on the CBOE from 2003 to 2006. Using well known proxies for heterogeneous beliefs, we find that stocks with greater belief differences...

Persistent link: https://www.econbiz.de/10013120368