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Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: The review of financial studies 23 (2010) 4, pp. 1467-1467

Persistent link: https://www.econbiz.de/10008397294

Articles - Price Discovery and Learning during the Preopening Period in the Paris Bourse

Biais, Bruno; Hillion, Pierre; Spatt, Chester - In: Journal of political economy 107 (1999) 6, pp. 1218-1248

Persistent link: https://www.econbiz.de/10007683236

Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: The review of financial studies 23 (2013) 4, pp. 1503-1502

Persistent link: https://www.econbiz.de/10010114044

Comments on "List Price Signaling and Buyer Behavior in the Housing Market"

Spatt, Chester - In: The journal of real estate finance and economics 9 (1994) 3, pp. 193-196

Persistent link: https://www.econbiz.de/10007139819

Discussion of “Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation”

Spatt, Chester - In: Journal of monetary economics 56 (2009) 5, pp. 696-700

Persistent link: https://www.econbiz.de/10008883066

Discussion of “Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation”

Spatt, Chester - In: Journal of monetary economics 56 (2009) 5, pp. 696-699

Persistent link: https://www.econbiz.de/10008309126

Equilibrium Asset Pricing Under Heterogeneous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - UCLA Department of Economics - 2003

Persistent link: https://www.econbiz.de/10005827978

Price Discovery and Learning during the Preopening Period in the Paris Bourse

Biais, Bruno; Hillion, Pierre; Spatt, Chester - In: Journal of Political Economy 107 (1999) 6, pp. 1218-1248

Persistent link: https://www.econbiz.de/10005833263

Equilibrium Asset Pricing Under Heterogenous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Institut d'Économie Industrielle (IDEI), Toulouse … - 2003

Persistent link: https://www.econbiz.de/10005767492

Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - In: Review of Financial Studies 23 (2010) 4, pp. 1503-1543

We analyze theoretically and empirically the implications of information asymmetry for equilibrium asset pricing and portfolio choice. In our partially revealing dynamic rational expectations equilibrium, portfolio separation fails, and indexing is not optimal. We show how uninformed investors...

Persistent link: https://www.econbiz.de/10008470017