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Gennotte, Gerard; Alan Jung. - Department of Economics, University of California-Berkeley - 1991

Persistent link: https://www.econbiz.de/10005476260

Tests of Microstructural Hypotheses in the Foreign Exchange Market.

Richard K. Lyons. - Department of Economics, University of California-Berkeley - 1993

This paper introduces a three-part transactions dataset to test various microstructural hypotheses about the spot foreign exchange market. In particular, we test for effects of trading volume on quoted prices through the two channels stressed in the literature: the information channel and the...

Persistent link: https://www.econbiz.de/10005476261

The Superfund: Efficient Paths Toward a Complete Financial Market.

Nils H. Hakansson. - Department of Economics, University of California-Berkeley - 1974

Persistent link: https://www.econbiz.de/10005476262

Option Pricing and Replication with Transactions Costs.

Hayne E. Leland. - Department of Economics, University of California-Berkeley - 1984

Persistent link: https://www.econbiz.de/10005476263

Market Basket Alternatives.

Mark Rubinstein. - Department of Economics, University of California-Berkeley - 1989

Persistent link: https://www.econbiz.de/10005476264

Stein and CAPM Estimators of the Means in Portfolio Choice: A Case of Unsuccess.

Grauer, Robert R.; Nils H. Hakansson. - Department of Economics, University of California-Berkeley - 1990

Persistent link: https://www.econbiz.de/10005476265

A Characterization of Self-Financing Portfolio Strategies.

Yaacov Z. Bergman. - Department of Economics, University of California-Berkeley - 1981

Persistent link: https://www.econbiz.de/10005476266

Deregulation and Monetary Control: Historical Perspective and Impact of the l980 Act.

Cargill, Thomas F.; Gillian G. Garcia. - Department of Economics, University of California-Berkeley - 1980

Persistent link: https://www.econbiz.de/10005476267

Continuously Rebalanced Investment Strategies.

Mark Rubinstein. - Department of Economics, University of California-Berkeley - 1991

Persistent link: https://www.econbiz.de/10005476268

Market Timing and Mutual Fund Performance: An Empirical Investigation.

Roy D. Henriksson. - Department of Economics, University of California-Berkeley - 1983

Persistent link: https://www.econbiz.de/10005476269