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Stock Price Volatility in a Multiple Security Overlapping Generations Model.

Matthew Spiegel. - Department of Economics, University of California-Berkeley - 1996

Persistent link: https://www.econbiz.de/10005292436

A Simple Market Equilibrium Model of a Random Walk.

Mark Rubinstein. - Department of Economics, University of California-Berkeley - 1973

Persistent link: https://www.econbiz.de/10005292437

The Yield/Beta/Residual Risk Tradeoff.

Rosenberg, Barr; Andrew Rudd. - Department of Economics, University of California-Berkeley - 1978

Persistent link: https://www.econbiz.de/10005292438

Imperfect Competition in Securities Markets with Diversely Informed Traders.

H. Henry Cao. - Department of Economics, University of California-Berkeley - 1995

We show that the infinite regression problem in models with differentially informed traders can be solved using a fixed point method which we use to derive the dynamic equilibrium in a multi-auction model with diversely informed traders. We find that when the informed traders' signals are not...

Persistent link: https://www.econbiz.de/10005292439

Informational Asymmetries, Financial Structure, and Financial Intermediation.

Leland, Hayne E.; David H. Pyle. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292440

The Limited Information Efficiency of Market Processes.

Avraham Beja. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292441

Optimal Foreclosure Policies.

Pye, Gordon; Ahmet Tezel. - Department of Economics, University of California-Berkeley - 1972

Persistent link: https://www.econbiz.de/10005292442

Common Factors in Security Returns: Microeconomic Determinants and Macroeconomic Correlates.

Rosenberg, Barr; Vinay Marathe. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292443

Interest Rate Ceilings and Net Worth Losses by Savers.

David H. Pyle. - Department of Economics, University of California-Berkeley - 1977

Persistent link: https://www.econbiz.de/10005292444

A Characterization of Optimal Multiperiod Portfolio Policies.

Nils H. Hakansson. - Department of Economics, University of California-Berkeley - 1977

Persistent link: https://www.econbiz.de/10005292445