Excess price volatility and financial innovation

Economic Theory

Volumn 26, Issue 3, 2005, Pages 559-587

  Citanna, Alessandro ^a,b   Schmedders, Karl ^c  

^a HEC PARIS   (France)

^b The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^c NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Financial innovation; Incomplete markets; Volatility

Indexed keywords

EID: 20344371066     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-004-0532-2     Document Type: Article

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