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Small-cost asymptotics for long-term growth rates in incomplete markets
Melnyk, Yaroslav; Seifried, Frank Thomas - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 668-711
Persistent link: https://www.econbiz.de/10011969084
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Land reform and productivity gains with multiple market imperfections
Ciaian, Pavel - 2007
This paper uses a model with transaction costs and imperfect competition in the land market to analyze the efficiency and welfare effects of land reforms. We show that removing only one imperfection may have very different efficiency and welfare effects than would otherwise result from reforms...
Persistent link: https://www.econbiz.de/10011523105
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Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
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Performance of moving average trading rules on bse sustainability indices
Sharma, Sanjeet; Jaswal, Meenakshi - In: Mudra : journal of finance and accounting 10 (2023) 2, pp. 21-37
Persistent link: https://www.econbiz.de/10014488919
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Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio - 2023
Persistent link: https://www.econbiz.de/10014417997
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Beyond Fama-French factors : alpha from short-term signals
Blitz, David; Hanauer, Matthias; Honarvar, Iman; … - In: Financial analysts journal : FAJ 79 (2023) 4, pp. 96-117
Persistent link: https://www.econbiz.de/10014427369
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Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio - 2022
Persistent link: https://www.econbiz.de/10013412816
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Global market inefficiencies
Bartram, Söhnke M.; Grinblatt, Mark - 2019
Persistent link: https://www.econbiz.de/10012211539
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Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay - 2006 - 1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
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Efficient complete markets are the rule rather than the exception
Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - 2015
Persistent link: https://www.econbiz.de/10011344630