Subject
Economics and Econometrics,Finance
Reference51 articles.
1. Abel, A., 1990. Asset prices under heterogeneous beliefs: Implications for the equity premium. Working paper, Wharton School, University of Pennsylvania.
2. Inflation, asset prices, and the term structure of interest rates in monetary economies;Bakshi;Review of Financial Studies,1996
3. A model of dynamic equilibrium asset pricing with extraneous risk;Basak;Journal of Economic Dynamics and Control,2000
4. Equilibrium mispricing in a capital market with portfolio constraints;Basak;Review of Financial Studies,2000
5. Basak, S., Croitoru, B., 2005. On the role of arbitrageurs in rational markets. Journal of Financial Economics, forthcoming.
Cited by
213 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献