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Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition

Lamoureux, Christopher G.; Schnitzlein, Charles R. - In: Journal of Financial Markets 7 (2004) 2, pp. 117-143

Persistent link: https://www.econbiz.de/10005320080

Temporary Components of Stock Returns: What Do the Data Tell Us?

Lamoureux, Christopher G.; Zhou, Guofu - In: The review of financial studies 9 (1996) 4, pp. 1033-1060

Persistent link: https://www.econbiz.de/10007320847

When It's Not The Only Game in Town: The Effect of Bilateral Search on the Quality of a Dealer Market

Lamoureux, Christopher G.; Schnitzlein, Charles R. - In: The journal of finance : the journal of the American … 52 (1997) 2

Persistent link: https://www.econbiz.de/10007372815

Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

Lamoureux, Christopher G.; Witte, H.Douglas - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1479-1520

Persistent link: https://www.econbiz.de/10006559596

Endogenous Trading Volume and Momentum in Stock-Return Volatility

Lamoureux, Christopher G.; Lastrapes, William D. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 253-260

Persistent link: https://www.econbiz.de/10008224439

Normative portfolio theory and the stable Pareto-Levy distribution

Frankfurter, George M.; Lamoureux, Christopher G. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 131-146

Persistent link: https://www.econbiz.de/10009924620

Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities

Lamoureux, Christopher G.; Lastrapes, William - In: The review of financial studies 6 (1993) 2, pp. 293-326

Persistent link: https://www.econbiz.de/10007093180

The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios

Frankfurter, George M.; Lamoureux, Christopher G. - In: Journal of Financial and Quantitative Analysis 22 (1987) 04, pp. 505-511

Persistent link: https://www.econbiz.de/10005609879

Measuring private information in a specialist market

Lamoureux, Christopher G.; Wang, Qin - In: Journal of Empirical Finance 30 (2015) C, pp. 92-119

Since the reduced forms of the popular measures of asymmetric information in the price formation process are not nested within larger models we cannot evaluate their fit using standard statistical tools. Furthermore, pairwise correlations amongst the measures are small. We benchmark these...

Persistent link: https://www.econbiz.de/10011208486

An empirical assessment of characteristics and optimal portfolios

Lamoureux, Christopher G.; Zhang, Huacheng - In: Review of asset pricing studies : RAPS 14 (2024) 3, pp. 450-480

Persistent link: https://www.econbiz.de/10015046151