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Estimation risk, information, and the conditional CAPM : theory and evidence

Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075

Persistent link: https://www.econbiz.de/10003742220

Why do option introductions depress stock prices? : A study of diminishing short sale constraints

Danielsen, Bartley R.; Sorescu, Sorin M. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 451-484

Persistent link: https://www.econbiz.de/10001651536

Capital Market Effi ciency and Arbitrage E fficacy

Akbas, Ferhat - 2015

Efficiency in the capital markets requires that capital flows are sufficient to arbitrage anomalies away. We examine the relationship between flows to a "quant" strategy that is based on capital market anomalies, and the subsequent performance of this strategy. When these flows are high, quant...

Persistent link: https://www.econbiz.de/10013037087

Shareholder-manager conflict and the information content of dividends

Kumar, Praveen - In: The review of financial studies 1 (1988) 2, pp. 111-136

Persistent link: https://www.econbiz.de/10001106148

Price and quality discrimination in durable goods monopoly with resale trading

Kumar, Praveen - In: International journal of industrial organization 20 (2002) 9, pp. 1313-1339

Persistent link: https://www.econbiz.de/10001705482

Learning about investment risk : The effects of structural uncertainty on dynamic investment and consumption

Kumar, Praveen - In: Journal of economic behavior & organization : JEBO 60 (2006) 2, pp. 205-229

Persistent link: https://www.econbiz.de/10003314613

Intertemporal price-quality discrimination and the Coase conjecture

Kumar, Praveen - In: Journal of mathematical economics 42 (2006) 7/8, pp. 896-940

Persistent link: https://www.econbiz.de/10003392551

On the generalized principal-agent problem : decomposition and existence results

Faynzilberg, Peter S.; Kumar, Praveen - In: Review of economic design : RED 5 (2000) 1, pp. 23-58

Persistent link: https://www.econbiz.de/10001498801

Optimal contracting of separable production technologies

Faynzilberg, Peter S. - In: Games and economic behavior 21 (1997) 1, pp. 15-39

Persistent link: https://www.econbiz.de/10001232549

Strategies for technological innovation with learning and adaption costs

Cyert, Richard Michael - In: Journal of economics & management strategy : JEMS 5 (1996) 1, pp. 25-67

Persistent link: https://www.econbiz.de/10001334068