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On the Integration of the US Equity Markets.
Blume, M.E.; Goldstein, M.A. - Rodney L. White Center for Financial Research, Wharton … - 1995
Persistent link: https://www.econbiz.de/10005245197
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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
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A General Equilibrium Model of Portfolio Insurance.
Basak, S. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245209
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Futures and Forward Prices with Markovian Interest Rate Processes.
Benninga, S.; Protopapadakis, A. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245211
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Dynamic Wealth Redistribution, Trade and Asset Pricing.
Benninga, S.; Mayshar, J. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245228
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Testing Inequality Restriction Implied by Cnditional Asset Pricing Models.
Boudoukh, J.; Richerdson, M.; Smith, T. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245248
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Numerical Evaluation of the Critical Price and American Options.
Allegretto, W.; Barone-Adesi, G.; Elliott, R.J. - Rodney L. White Center for Financial Research, Wharton … - 1994
Persistent link: https://www.econbiz.de/10005245253
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Anatomy of Trading Process: Empirical Evidence on the Behavior of Institutioanl Traders.
Kein, D.B.; Madhavan, A. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245275
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Multifactor Models Do not Explain Deviations from the CAPM.
Mackinlay, A.C. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245301
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Limited Market Participation and Volatility of Asset Prices.
Gale, D.; Allen, F. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245310