Finance (New Developments)
Author:
Publisher
Palgrave Macmillan UK
Link
http://link.springer.com/content/pdf/10.1057/978-1-349-95189-5_2012
Reference320 articles.
1. Abel, A.B.. 1990. Asset prices under habit formation and catching up with the Joneses. American Economic Review 80: 38–42.
2. Acharya, V., and L. Pedersen. 2005. Asset pricing with liquidity risk. Journal of Financial Economics 77: 385–410.
3. Admati, A.R. 1985. A noisy rational expectations equilibrium for multiple asset securities markets. Econometrica 53: 629–657.
4. Admati, A.R., and P. Pfleiderer. 1988. A theory of intraday patterns: Volume and price variability. Review of Financial Studies 1: 3–40.
5. Adrian, T., and J. V. Rosenberg. 2006. Stock returns and volatility: Pricing the short-run and long-run components of market risk. Staff Report No. 254. Federal Reserve Bank of New York.
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