-
1
-
-
38249034957
-
Viable Allocations of Information in Financial Markets
-
Admati, A., and P. Pfleiderer. 1987. "Viable Allocations of Information in Financial Markets." Journal of Economic Theory 43:76-115.
-
(1987)
Journal of Economic Theory
, vol.43
, pp. 76-115
-
-
Admati, A.1
Pfleiderer, P.2
-
2
-
-
0002816156
-
A Theory of Intraday Patterns: Volume and Price Variability
-
Admati, A., and P. Pfleiderer. 1988. "A Theory of Intraday Patterns: Volume and Price Variability." Review of Financial Studies 1:3-40.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 3-40
-
-
Admati, A.1
Pfleiderer, P.2
-
3
-
-
0001547698
-
Direct and Indirect Sale of Information
-
Admati, A., and P. Pfleiderer. 1990. "Direct and Indirect Sale of Information." Econometrica 58:901-28.
-
(1990)
Econometrica
, vol.58
, pp. 901-928
-
-
Admati, A.1
Pfleiderer, P.2
-
4
-
-
0003509657
-
-
Yrjo Jahnsson Lectures. Helsinki: Yrjo Jahnssonin Saatio
-
Arrow, Kenneth J. 1965. Aspects of the Theory of Risk-Bearing. Yrjo Jahnsson Lectures. Helsinki: Yrjo Jahnssonin Saatio.
-
(1965)
Aspects of the Theory of Risk-Bearing
-
-
Arrow, K.J.1
-
5
-
-
0031352599
-
Growth Optimal Portfolio Restrictions on Asset Pricing Models
-
Bansal, Ravi, and Bruce Lehmann. 1997. "Growth Optimal Portfolio Restrictions on Asset Pricing Models." Macroeconomics Dynamics 1:333-54.
-
(1997)
Macroeconomics Dynamics
, vol.1
, pp. 333-354
-
-
Bansal, R.1
Lehmann, B.2
-
8
-
-
85015692260
-
The Pricing of Options and Corporate Liabilities
-
Black, Fischer, and Myron Scholes. 1973. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81:637-54.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
10
-
-
0009713512
-
An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities
-
Breeden, Douglas T. 1979. "An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities." Journal of Financial Economics 7: 265-96.
-
(1979)
Journal of Financial Economics
, vol.7
, pp. 265-296
-
-
Breeden, D.T.1
-
11
-
-
1242300561
-
Survivorship Bias in Performance Studies
-
Brown, Stephen J., W. Goetzmann, R. G. Ibbotson, and S. A. Ross. 1992. "Survivorship Bias in Performance Studies." Review of Financial Studies 5 (4):553-80.
-
(1992)
Review of Financial Studies
, vol.5
, Issue.4
, pp. 553-580
-
-
Brown, S.J.1
Goetzmann, W.2
Ibbotson, R.G.3
Ross, S.A.4
-
13
-
-
36749092418
-
Using Daily Stock Returns: The Case of Event Studies
-
Brown, Stephen J., and J. Warner. 1985. "Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics 14:3-31.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 3-31
-
-
Brown, S.J.1
Warner, J.2
-
14
-
-
0039619893
-
Explaining the Poor Performance of Consumption Based Asset Pricing Models
-
Campbell, John, and John Cochrane. 2000. "Explaining the Poor Performance of Consumption Based Asset Pricing Models." Journal of Finance 55:2863-78.
-
(2000)
Journal of Finance
, vol.55
, pp. 2863-2878
-
-
Campbell, J.1
Cochrane, J.2
-
16
-
-
0000874311
-
On the Contrarian Investment Strategy
-
Chan, K. C. 1988. "On the Contrarian Investment Strategy." Journal of Business 61:147-63.
-
(1988)
Journal of Business
, vol.61
, pp. 147-163
-
-
Chan, K.C.1
-
18
-
-
84884082052
-
A Corporate-Finance Approach to the Closed-End Funds' Puzzle
-
Department of Economics. Princeton University.
-
Cherkes, Martin. 1999. "A Corporate-Finance Approach to the Closed-End Funds' Puzzle." Manuscript. Department of Economics. Princeton University.
-
(1999)
Manuscript
-
-
Cherkes, M.1
-
19
-
-
0001024957
-
Volatility Tests and Efficient Markets: A Review Essay
-
Cochrane, John H. 1991. "Volatility Tests and Efficient Markets: A Review Essay." Journal of Monetary Economics 27:463-85.
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 463-485
-
-
Cochrane, J.H.1
-
20
-
-
0343527285
-
Beyond Arbitrage: Good Deal Asset Price Bounds in Incomplete Markets
-
Cochrane, John H., and Jesus Saa'-Requejo. 2000. "Beyond Arbitrage: Good Deal Asset Price Bounds in Incomplete Markets." Journal of Political Economy 108: 79-119.
-
(2000)
Journal of Political Economy
, vol.108
, pp. 79-119
-
-
Cochrane, J.H.1
Saa'-Requejo, J.2
-
22
-
-
0002720622
-
Optimum Consumption and Portfolio Policies When Asset Prices Follow a Diffusion Process
-
Cox, John C., and Chi-fu Huang. 1989. "Optimum Consumption and Portfolio Policies When Asset Prices Follow a Diffusion Process." Journal of Economic Theory 49 (1):33-83.
-
(1989)
Journal of Economic Theory
, vol.49
, Issue.1
, pp. 33-83
-
-
Cox, J.C.1
Huang, C.-f.2
-
23
-
-
84869459663
-
A Survey of Some New Results in Financial Option Pricing Theory
-
Reprinted in Options Markets, edited by G. Constantinedes. London: Edward Elgar, 2000
-
Cox, John C., and Stephen A. Ross. 1976a. "A Survey of Some New Results in Financial Option Pricing Theory." Journal of Finance 31 (1):383-402. Reprinted in Options Markets, edited by G. Constantinedes. London: Edward Elgar, 2000.
-
(1976)
Journal of Finance
, vol.31
, Issue.1
, pp. 383-402
-
-
Cox, J.C.1
Ross, S.A.2
-
24
-
-
33847554918
-
The Valuation of Options for Alternative Stochastic Processes
-
Reprinted in Options: Classic Approaches to Pricing and Modelling, edited by Lane Hughston, London: RISK Books, 1999; Options Markets, edited by G. Constantinedes, London: Edward Elgar, 2000
-
Cox, John C., and Stephen A. Ross. 1976b. "The Valuation of Options for Alternative Stochastic Processes." Journal of Financial Economics 3:145-66. Reprinted in Options: Classic Approaches to Pricing and Modelling, edited by Lane Hughston. London: RISK Books, 1999; Options Markets, edited by G. Constantinedes, London: Edward Elgar, 2000.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 145-166
-
-
Cox, J.C.1
Ross, S.A.2
-
25
-
-
49249142814
-
Option Pricing: A Simplified Approach
-
Reprinted in The Handbook of Financial Engineering, New York: Harper Business, 1990
-
Cox, John C., Stephen A. Ross, and Mark Rubinstein. 1979. "Option Pricing: A Simplified Approach." Journal of Financial Economics 7:229-63. Reprinted in The Handbook of Financial Engineering, New York: Harper Business, 1990.
-
(1979)
Journal of Financial Economics
, vol.7
, pp. 229-263
-
-
Cox, J.C.1
Ross, S.A.2
Rubinstein, M.3
-
26
-
-
84900013243
-
Does the Stock Market Overreact?
-
DeBondt, Werner, and Richard Thaler. 1985. "Does the Stock Market Overreact?" Journal of Finance 40:793-808.
-
(1985)
Journal of Finance
, vol.40
, pp. 793-808
-
-
DeBondt, W.1
Thaler, R.2
-
27
-
-
84977703147
-
Further Evidence on Investor Overreaction and Stock Market Seasonality
-
DeBondt, Werner, and Richard Thaler. 1987. "Further Evidence on Investor Overreaction and Stock Market Seasonality." Journal of Finance 42:557-81.
-
(1987)
Journal of Finance
, vol.42
, pp. 557-581
-
-
DeBondt, W.1
Thaler, R.2
-
28
-
-
84936526743
-
Noise Trader Risk in Financial Markets
-
DeLong, B., A. Shleifer, L. Summers, and R. Waldmann. 1990. "Noise Trader Risk in Financial Markets." Journal of Political Economy 98:703-38.
-
(1990)
Journal of Political Economy
, vol.98
, pp. 703-738
-
-
DeLong, B.1
Shleifer, A.2
Summers, L.3
Waldmann, R.4
-
29
-
-
0000147060
-
Information Aggregation in a Noisy Rational Expectations Economy
-
Diamond, Douglas W., and Robert Verrecchia. 1981. "Information Aggregation in a Noisy Rational Expectations Economy." Journal of Financial Economics 9:221-35.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 221-235
-
-
Diamond, D.W.1
Verrecchia, R.2
-
30
-
-
0001562962
-
Distributional Analysis of Portfolio Choice
-
Dybvig, Philip. 1988. "Distributional Analysis of Portfolio Choice." Journal of Business 61:369-93.
-
(1988)
Journal of Business
, vol.61
, pp. 369-393
-
-
Dybvig, P.1
-
31
-
-
0001347649
-
Mean Variance Theory in Complete Markets
-
Dybvig, Phillip H., and J. Ingersoll. 1982. "Mean Variance Theory in Complete Markets." Journal of Business 55:233-52.
-
(1982)
Journal of Business
, vol.55
, pp. 233-252
-
-
Dybvig, P.H.1
Ingersoll, J.2
-
32
-
-
0001085863
-
Yes, the APT is Testable
-
Dybvig, Philip H., and S. A. Ross. 1985. "Yes, the APT is Testable." Journal of Finance 40:1173-88.
-
(1985)
Journal of Finance
, vol.40
, pp. 1173-1188
-
-
Dybvig, P.H.1
Ross, S.A.2
-
33
-
-
0011677308
-
Arbitrage
-
edited by J, Eatwell, M. Milgate, and P. Newman. London: MacMillan
-
Dybvig, Philip H., and S. A. Ross. 1987. "Arbitrage." Pp. 100-106 in New Palgrave: A Dictionary of Economics, volume 1, edited by J. Eatwell, M. Milgate, and P. Newman. London: MacMillan.
-
(1987)
New Palgrave: A Dictionary of Economics
, vol.1
, pp. 100-106
-
-
Dybvig, P.H.1
Ross, S.A.2
-
34
-
-
0000480869
-
Efficient Capital Markets: A Review of Theory and Empirical Work
-
Fama, Eugene. 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work." Journal of Finance 25:383-417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.1
-
35
-
-
0001884696
-
The Adjustment of Stock Prices to New Information
-
Fama, Eugene, Stanley Fisher, Michael Jensen, and Richard Roll. 1969. "The Adjustment of Stock Prices to New Information." International Economic Review 10:1-21.
-
(1969)
International Economic Review
, vol.10
, pp. 1-21
-
-
Fama, E.1
Fisher, S.2
Jensen, M.3
Roll, R.4
-
36
-
-
38549147867
-
Common Risk Factors in the Returns on Stocks and Bonds
-
Fama, Eugene and Kenneth French. 1993. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Financial Economics 33:3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.1
French, K.2
-
38
-
-
0000110377
-
How Are Stock Prices Affected by the Location of Trade?
-
Froot, K. A., and E. Dabora. 1999. "How Are Stock Prices Affected by the Location of Trade?" Journal of Financial Economics 53:189-216.
-
(1999)
Journal of Financial Economics
, vol.53
, pp. 189-216
-
-
Froot, K.A.1
Dabora, E.2
-
39
-
-
0043172465
-
Noise-Trading, Costly Arbitrage and Asset Prices: Evidence from Closed-end Funds
-
Gemmill, Gordon, and Dylan Thomas. 2001. "Noise-Trading, Costly Arbitrage and Asset Prices: Evidence from Closed-end Funds." Journal of Finance 57:2571-594.
-
(2001)
Journal of Finance
, vol.57
, pp. 2571-2594
-
-
Gemmill, G.1
Thomas, D.2
-
40
-
-
0004032014
-
-
Cambridge: Massachusetts Institute of Technology Press
-
Grossman, Sanford J. 1989. The Informational Role of Prices. Cambridge: Massachusetts Institute of Technology Press.
-
(1989)
The Informational Role of Prices
-
-
Grossman, S.J.1
-
41
-
-
0001188867
-
On the Impossibility of Informationally Efficient Markets
-
Grossman, Sanford J., and Joseph Stiglitz. 1980. "On the Impossibility of Informationally Efficient Markets." American Economic Review 70:393-408.
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.2
-
42
-
-
84934563125
-
Implications of Security Market Data for Models of Dynamic Economies
-
Hansen, L. P., and R. Jagannathan. 1991. "Implications of Security Market Data for Models of Dynamic Economies." Journal of Political Economy 99:225-62.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
43
-
-
0001493165
-
What Moves the Discount on Country Equity Funds?
-
edited by Jeffrey Frankel. Chicago: University of Chicago Press
-
Hardouvelis, G., R. La Porta, and T. Wizman. 1994. "What Moves the Discount on Country Equity Funds?" In The International Equity Markets, edited by Jeffrey Frankel. Chicago: University of Chicago Press.
-
(1994)
The International Equity Markets
-
-
Hardouvelis, G.1
La Porta, R.2
Wizman, T.3
-
44
-
-
38649141305
-
Martingales and Arbitrage in Multiperiod Securities Markets
-
Harrison, J. M., and D. M. Kreps. 1979. "Martingales and Arbitrage in Multiperiod Securities Markets." Journal of Economic Theory 20:381-408.
-
(1979)
Journal of Economic Theory
, vol.20
, pp. 381-408
-
-
Harrison, J.M.1
Kreps, D.M.2
-
45
-
-
0003874095
-
-
2nd ed. Oxford: Oxford University Press
-
Hicks, John. 1946. Value and Capital. 2nd ed. Oxford: Oxford University Press.
-
(1946)
Value and Capital
-
-
Hicks, J.1
-
46
-
-
0003776388
-
-
Rowman and Littlefield Studies in Financial Economics. Lanham, Md.: Rowman and Littlefield
-
Ingersoll, Jonathan E., Jr. 1987. Theory of Financial Decision Making. Rowman and Littlefield Studies in Financial Economics. Lanham, Md.: Rowman and Littlefield.
-
(1987)
Theory of Financial Decision Making
-
-
Ingersoll Jr., J.E.1
-
47
-
-
84993907227
-
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
-
Jegadeesh, Narasimhan, and Sheridan Titman. 1993. "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency." Journal of Finance 48:65-91.
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
48
-
-
0000615046
-
Risk, the Pricing of Capital Assets and Evaluation of Investment Portfolios
-
Jensen, M. C. 1969. "Risk, the Pricing of Capital Assets and Evaluation of Investment Portfolios." Journal of Business 42:167-247.
-
(1969)
Journal of Business
, vol.42
, pp. 167-247
-
-
Jensen, M.C.1
-
49
-
-
0000859303
-
Continuous Auctions and Insider Trading
-
Kyle, Albert. 1985. "Continuous Auctions and Insider Trading." Econometrica 53: 1315-35.
-
(1985)
Econometrica
, vol.53
, pp. 1315-1335
-
-
Kyle, A.1
-
50
-
-
84977736029
-
Investor Sentiment and the Closed-End Fund Puzzle
-
Lee, C. M., A. Shleifer, and R. Thaler. 1991. "Investor Sentiment and the Closed-End Fund Puzzle." Journal of Finance 46:75-110.
-
(1991)
Journal of Finance
, vol.46
, pp. 75-110
-
-
Lee, C.M.1
Shleifer, A.2
Thaler, R.3
-
51
-
-
0000443739
-
Risk Aversion and the Martingale Property of Stock Prices
-
LeRoy, S. 1973. "Risk Aversion and the Martingale Property of Stock Prices." International Economic Review 14:436-46.
-
(1973)
International Economic Review
, vol.14
, pp. 436-446
-
-
LeRoy, S.1
-
52
-
-
0001843717
-
The Present Value Relation: Tests Based on Variance Bounds
-
LeRoy, S., and R. Porter. 1981. "The Present Value Relation: Tests Based on Variance Bounds." Econometrica 49:555-57.
-
(1981)
Econometrica
, vol.49
, pp. 555-557
-
-
LeRoy, S.1
Porter, R.2
-
53
-
-
0035681734
-
Resurrecting the (C) CAPM: A Crosssectional Test When Risk Premia Are Time Varying
-
Lettau, Martin, and Sydney Ludvigson. 2001. "Resurrecting the (C) CAPM: A Crosssectional Test When Risk Premia Are Time Varying." Journal of Political Economy 109:1238-287.
-
(2001)
Journal of Political Economy
, vol.109
, pp. 1238-1287
-
-
Lettau, M.1
Ludvigson, S.2
-
54
-
-
0036115670
-
Momentum and Autocorrelation in Stock Returns
-
Lewellen, Jonathan. 2002. "Momentum and Autocorrelation in Stock Returns." Review of Financial Studies 15:533-63.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 533-563
-
-
Lewellen, J.1
-
55
-
-
0003114587
-
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
-
Lintner, John. 1965. "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." Review of Economics and Statistics 47:13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
56
-
-
0347357582
-
Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models
-
Loewenstein, Mark, and Gregory Willard. 2000. "Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models." Journal of Economic Theory 91:17-58.
-
(2000)
Journal of Economic Theory
, vol.91
, pp. 17-58
-
-
Loewenstein, M.1
Willard, G.2
-
57
-
-
0000150312
-
Asset Prices in an Exchange Economy
-
Lucas, Robert. 1978. "Asset Prices in an Exchange Economy." Econometrica 46: 1429-45.
-
(1978)
Econometrica
, vol.46
, pp. 1429-1445
-
-
Lucas, R.1
-
58
-
-
84977360059
-
The Valuation of Closed-End Investment Company Shares
-
Malkiel, B. 1977. "The Valuation of Closed-End Investment Company Shares." Journal of Finance 32:847-59.
-
(1977)
Journal of Finance
, vol.32
, pp. 847-859
-
-
Malkiel, B.1
-
60
-
-
0011090049
-
Optimum Consumption and Portfolio Rules in a Continous- Time Model
-
Merton, Robert C. 1971. "Optimum Consumption and Portfolio Rules in a Continous- Time Model." Journal of Economic Theory 3:373-413.
-
(1971)
Journal of Economic Theory
, vol.3
, pp. 373-413
-
-
Merton, R.C.1
-
62
-
-
49049133343
-
Information, Trade and Common Knowledge
-
Milgrom, Paul, and Nancy Stokey. 1982. "Information, Trade and Common Knowledge." Journal of Economic Theory 26:17-27.
-
(1982)
Journal of Economic Theory
, vol.26
, pp. 17-27
-
-
Milgrom, P.1
Stokey, N.2
-
63
-
-
0000294096
-
The Cost of Capital, Corporation Finance, and the Theory of Investment
-
Modigliani, Franco, and Merton H. Miller. 1958. "The Cost of Capital, Corporation Finance, and the Theory of Investment." American Economic Review 48:261-97.
-
(1958)
American Economic Review
, vol.48
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.H.2
-
64
-
-
0001579697
-
Risk Aversion in the Small and the Large
-
Pratt, John W. 1964. "Risk Aversion in the Small and the Large." Econometrica 32:122-36.
-
(1964)
Econometrica
, vol.32
, pp. 122-136
-
-
Pratt, J.W.1
-
65
-
-
0040291319
-
Massively Confused Investors Making Conspicuously Ignorant Choices (MCI-MCIC)
-
October, forthcoming
-
Rashes, M. S. 2001. "Massively Confused Investors Making Conspicuously Ignorant Choices (MCI-MCIC)." Journal of Finance, October, forthcoming.
-
(2001)
Journal of Finance
-
-
Rashes, M.S.1
-
66
-
-
0039473752
-
A Critique of the Asset Pricing Theory's Tests; Part I: On Past and Potential Testability of the Theory
-
Roll, Richard R. 1977. "A Critique of the Asset Pricing Theory's Tests; Part I: On Past and Potential Testability of the Theory." Journal of Financial Economics 4:129-76.
-
(1977)
Journal of Financial Economics
, vol.4
, pp. 129-176
-
-
Roll, R.R.1
-
67
-
-
84977431626
-
Ambiguity When Performance Is Measured by the Security Market Line
-
Roll, Richard R. 1978. "Ambiguity When Performance Is Measured by the Security Market Line." Journal of Finance 33:1051-69.
-
(1978)
Journal of Finance
, vol.33
, pp. 1051-1069
-
-
Roll, R.R.1
-
68
-
-
0021538161
-
Orange Juice and Weather
-
Roll, Richard R. 1984. "Orange Juice and Weather." American Economic Review 74 (5):861-80.
-
(1984)
American Economic Review
, vol.74
, Issue.5
, pp. 861-880
-
-
Roll, R.R.1
-
69
-
-
38249018871
-
The Seemingly Anomalous Price Behavior of Royal Dutch Shell and Unilever nv/plc
-
Rosenthal, L., and C. Young. 1990. "The Seemingly Anomalous Price Behavior of Royal Dutch Shell and Unilever nv/plc." Journal of Financial Economics 26:123-41.
-
(1990)
Journal of Financial Economics
, vol.26
, pp. 123-141
-
-
Rosenthal, L.1
Young, C.2
-
70
-
-
0000225762
-
Return, Risk and Arbitrage
-
edited by I. Friend and J. Bicksler, Cambridge: Ballinger, 1976
-
Ross, Stephen A. 1973. "Return, Risk and Arbitrage." Wharton Discussion Paper published in Risk and Return in Finance, edited by I. Friend and J. Bicksler, pp. 189-217. Cambridge: Ballinger, 1976.
-
(1973)
Wharton Discussion Paper published in Risk and Return in Finance
, pp. 189-217
-
-
Ross, S.A.1
-
71
-
-
49549135545
-
The Arbitrage Theory of Capital Asset Pricing
-
Ross, Stephen A. 1976a. "The Arbitrage Theory of Capital Asset Pricing." Journal of Economic Theory 13:341-60.
-
(1976)
Journal of Economic Theory
, vol.13
, pp. 341-360
-
-
Ross, S.A.1
-
73
-
-
0008644227
-
The Capital Asset Pricing Model (CAPM), Short-sale Restrictions and Related Issues
-
Ross, Stephen A. 1977. "The Capital Asset Pricing Model (CAPM), Short-sale Restrictions and Related Issues." Journal of Finance 32:177-83.
-
(1977)
Journal of Finance
, vol.32
, pp. 177-183
-
-
Ross, S.A.1
-
74
-
-
0001317539
-
A Simple Approach to the Valuation of Risky Streams
-
Ross, Stephen A. 1978a. "A Simple Approach to the Valuation of Risky Streams." Journal of Business 51 (3):453-75.
-
(1978)
Journal of Business
, vol.51
, Issue.3
, pp. 453-475
-
-
Ross, S.A.1
-
75
-
-
0000472454
-
Mutual Fund Separation in Financial Theory-The Separating Distributions
-
April
-
Ross, Stephen A. 1978b. "Mutual Fund Separation in Financial Theory-The Separating Distributions." Journal of Economic Theory 17, no. 2 (April):254-86.
-
(1978)
Journal of Economic Theory
, vol.17
, Issue.2
, pp. 254-286
-
-
Ross, S.A.1
-
76
-
-
84977718754
-
Information and Volatility: The No-Arbitrage-Martingale Approach to Timing and Resolution Irrelevancy
-
Ross, Stephen A. 1989. "Information and Volatility: The No-Arbitrage-Martingale Approach to Timing and Resolution Irrelevancy." The Journal of Finance 44 (1):1-17.
-
(1989)
The Journal of Finance
, vol.44
, Issue.1
, pp. 1-17
-
-
Ross, S.A.1
-
77
-
-
84883990769
-
Markets for Agents: Fund Management
-
edited by David M. Modest. Forthcoming in Oxford: Oxford University Press
-
Ross, Stephen A. 2003. "Markets for Agents: Fund Management." In Essays in Honor of Fischer Black, edited by David M. Modest. Forthcoming in Oxford: Oxford University Press.
-
(2003)
Essays in Honor of Fischer Black
-
-
Ross, S.A.1
-
78
-
-
0002677397
-
Proof that Properly Anticipated Prices Fluctuate Randomly
-
Samuelson, Paul A. "Proof that Properly Anticipated Prices Fluctuate Randomly." Industrial Management Review 6:41-49.
-
Industrial Management Review
, vol.6
, pp. 41-49
-
-
Samuelson, P.A.1
-
79
-
-
0001531652
-
The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices
-
Scholes, Myron S. 1972. "The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices." Journal of Business 45:179-211.
-
(1972)
Journal of Business
, vol.45
, pp. 179-211
-
-
Scholes, M.S.1
-
80
-
-
7244231862
-
Anomalies and Market Efficiency
-
Chapter 17, edited by G Constantinedes, M. Harris, and R. Stulz. Amsterdam: North-Holland
-
Schwert, G. W. 2002. "Anomalies and Market Efficiency." Chapter 17 in Handbook of the Economics of Finance, edited by G. Constantinedes, M. Harris, and R. Stulz. Amsterdam: North-Holland.
-
(2002)
Handbook of the Economics of Finance
-
-
Schwert, G.W.1
-
81
-
-
45049085417
-
The Arbitrage Pricing Theory: Is It Testable?
-
Shanken, Jay. 1982. "The Arbitrage Pricing Theory: Is It Testable?" Journal of Finance 37:1129-40.
-
(1982)
Journal of Finance
, vol.37
, pp. 1129-1140
-
-
Shanken, J.1
-
82
-
-
84883978596
-
The Arbitrage Pricing Theory: Is It Testable?
-
Shanken, Jay. 1985. "The Arbitrage Pricing Theory: Is It Testable?" Journal of Finance 40:1189-96.
-
(1985)
Journal of Finance
, vol.40
, pp. 1189-1196
-
-
Shanken, J.1
-
83
-
-
84980092818
-
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
-
Sharpe, William. 1964. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance 19:425-42.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.1
-
84
-
-
0000893807
-
Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?
-
Shiller, Robert J. 1981. "Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?" American Economic Review 71:421-36.
-
(1981)
American Economic Review
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
85
-
-
0004185654
-
-
Cambridge: Massachusetts Institute of Technology Press
-
Shiller, Robert J. 1989. Market Volatility. Cambridge: Massachusetts Institute of Technology Press.
-
(1989)
Market Volatility
-
-
Shiller, R.J.1
-
87
-
-
0005185165
-
Inefficient Markets: An Introduction to Behavioral Finance
-
Oxford: Oxford University Press
-
Shleifer, A. 2000. "Inefficient Markets: An Introduction to Behavioral Finance." In Clarendon Lectures in Economics. Oxford: Oxford University Press.
-
(2000)
Clarendon Lectures in Economics
-
-
Shleifer, A.1
-
88
-
-
84977731442
-
Diagnosing Asset Pricing Models Using the Distribution of Asset Returns
-
Snow, Karl N. 1991. "Diagnosing Asset Pricing Models Using the Distribution of Asset Returns." Journal of Finance 46:955-83.
-
(1991)
Journal of Finance
, vol.46
, pp. 955-983
-
-
Snow, K.N.1
-
89
-
-
0012880460
-
A Bayesian Approach to Diagnostics of Asset Pricing Models
-
Stutzer, M. 1995. "A Bayesian Approach to Diagnostics of Asset Pricing Models." Journal of Econometrics 68:367-97.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 367-397
-
-
Stutzer, M.1
-
90
-
-
84924508526
-
Does the Stock Market Rationally Reflect Fundamental Values?
-
Summers, Lawrence. 1986. "Does the Stock Market Rationally Reflect Fundamental Values?." Journal of Finance 41:591-601.
-
(1986)
Journal of Finance
, vol.41
, pp. 591-601
-
-
Summers, L.1
-
91
-
-
0001022690
-
On the Possibility of Speculation under Rational Expectations
-
Tirole, John. 1982. "On the Possibility of Speculation under Rational Expectations." Econometrica 50:1163-81.
-
(1982)
Econometrica
, vol.50
, pp. 1163-1181
-
-
Tirole, J.1
|