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prices
economic models
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stock market
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investments
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information
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Richardson, M.
4
Madhavan, A.
3
Allen, F.
2
Dravid, A.
2
Gorton, G.
2
Keim, D.B.
2
Kein, D.B.
2
Smith, T.
2
ABEL, A.B.
1
BATES, D.S.
1
Babbel, D.F.
1
Blume, M.E.
1
DOW, J.
1
Dow, J.
1
Dravid, A.R.
1
Eisenberg, L.K.
1
Ferson, W.E.
1
Foester, S.R.
1
GORTON, G.
1
GROSSMAN, S.J.
1
Grundy, R.D.
1
Hausman, J.A.
1
Hawawini, G.
1
KANDEL, S.
1
Kandel, S.
1
LEACH, J.C.
1
Leach, J.C.
1
Litzenberger, R.H.
1
Lo, A.W.
1
MADHAVAN, A.N.
1
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1
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1
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1
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1
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1
SIEGEL, J.J.
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
29
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Rodney L. White Center for Financial Research Working Papers
29
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RePEc
29
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1
THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
BATES, D.S.
-
Rodney L. White Center for Financial Research, Wharton …
-
1990
Persistent link: https://www.econbiz.de/10005245185
Saved in:
2
Rational Expectations and Stock Market Bubbles.
Allen, F.
;
Postlewaite, A.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245186
Saved in:
3
Historical Returns: The Case for Equity.
siegel, J.J.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245190
Saved in:
4
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:
5
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:
6
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis.
Kandel, S.
;
Ofer, A.R.
;
Sarig, O.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245205
Saved in:
7
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:
8
Quantity-Adjusting Options and Forward Contracts.
Babbel, D.F.
;
Eisenberg, L.K.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245219
Saved in:
9
Arbitrage Chains.
Dow, J.
;
Gorton, G.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245243
Saved in:
10
Option Prices and the Underlying Asset's Return Distribution
Grundy, R.D.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245247
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