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Equilibrium Mispricing in a Ca...
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economic models
Theorie
74
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44
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prices
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Blume, M.E.
5
Kandel, S.
3
Keim, D.B.
3
Madhavan, A.
3
Smith, T.
3
Stambaugh, R.F.
3
Ferson, W.E.
2
Kein, D.B.
2
McCulloch, R.
2
Richardson, M.
2
Siegel, J.J.
2
Abel, A.B.
1
BOHN, H.
1
Babbel, D.F.
1
Bohn, H.
1
Boudoukh, J.
1
DOW, J.
1
Dow, J.
1
Eberly, J.C.
1
Eisenberg, L.K.
1
Foerster, S.R.
1
Foester, S.R.
1
GORTON, G.
1
GYOURKO, J.
1
Gibbons, M.R.
1
Goldstein, M.A.
1
Gorton, G.
1
Gyourko, J.
1
Hausman, J.A.
1
KANDEL, S.
1
KEIM, D.B.
1
LANG, L.H.P.
1
LEACH, J.C.
1
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1
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1
Lo, A.W.
1
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1
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1
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1
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Rodney L. White Center for Financial Research, Wharton School of Business
32
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Rodney L. White Center for Financial Research Working Papers
32
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RePEc
32
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Flexible (S,s) bands, uncertainty and Aggregate consumer Durables.
Eberly, J.C.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245199
Saved in:
2
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects.
Keim, D.B.
;
Madhavan, A.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245202
Saved in:
3
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.
;
MADHAVAN, A.N.
-
Rodney L. White Center for Financial Research, Wharton …
-
1990
Persistent link: https://www.econbiz.de/10005245204
Saved in:
4
A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.
;
Smidt, S.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245207
Saved in:
5
Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing.
Dow, J.
;
Gorton, G.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245208
Saved in:
6
A Test of the Cox, Ingersoll, and Ross Model of the Term Structure.
Gibbons, M.R.
;
Ramaswamy, K.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245210
Saved in:
7
General Tests of Latent Variable Models and Mean Variance Spanning.
Ferson, W.E.
;
Foerster, S.R.
;
Keim, D.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245215
Saved in:
8
What Does the Stock Market Tell Us About Real Estate Returns?
Gyourko, J.
;
Keim, D.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245216
Saved in:
9
Soft Dollars and the Brokerage Industry.
Blume, M.E.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245240
Saved in:
10
A Test for Multivariate Normality in Stock Returns.
Richardson, M.
;
Smith, T.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245245
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