Market Created Risk
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1989.tb04378.x/fullpdf
Reference14 articles.
1. Arrow , Kenneth 1964 The role of securities in the optimal allocation of risk-bearing, Review of Economic Studies
2. Brennan , M. J. A. Kraus 1978 Necessary conditions for aggregation in securities markets, Journal of Financial and Quantitative Analysis
3. French , Kenneth R. Richard Roll 1986 Stock return variances: The arrival of information and the reaction of traders, Journal of Financial Economics
4. Price and volume effects associated with changes in the S&P 500: New evidence for the existence of price pressure;Harris;Journal of Finance,1986
5. Harrison J. Michael David M. Kreps 1978 Speculative investor behaviour in a stock market with heterogeneous expectations, Quarterly Journal of Economics
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