Asset pricing

Results: 930



#Item
1

Nominal Rigidities and Asset Pricing Michael Weber∗ March 3, 2014 Abstract This paper examines the asset-pricing implications of nominal rigidities. I find that firms that adjust their product prices infrequently earn

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Source URL: files.conferencemanager.dk

Language: English - Date: 2014-04-07 10:10:14
    2

    Climbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk Lawrence Schmidt∗ University of California, San Diego (Job Market Paper) This version: January 2015

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    Source URL: files.conferencemanager.dk

    Language: English - Date: 2015-05-27 09:08:21
      3

      Is asset-pricing pure data-mining? If so, what happened to theory? Michael Wickens Cardi¤ Business School, University of York, CEPR and CESifo Lisbon ICCF 4-8 September 2017

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      Source URL: cemapre.iseg.ulisboa.pt

      Language: English - Date: 2017-09-19 04:11:07
        4

        A Speculative Asset Pricing Model of Financial Instability ∗ Lawrence J. Jin † March 15, 2015 ABSTRACT I develop a dynamic equilibrium model that incorporates incorrect beliefs about crash risk and

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        Source URL: www.its.caltech.edu

        Language: English - Date: 2015-03-15 13:29:32
          5

          Quantcha Option Analytics Equity derivatives, such as options, provide unique insight as to the sentiment and pricing behavior the market has towards an underlying asset. This data set provides three useful types of opti

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          Source URL: static.quandl.com

          - Date: 2015-11-03 11:49:11
            6

            Volume and Information. Comments on “Random Risk Aversion and Liquidity: a Model of Asset Pricing and Trade Volumes” by Fernando Alvarez and Andy Atkeson John H. Cochrane1 OctoberThis is a great economics pa

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            Source URL: faculty.chicagobooth.edu

            - Date: 2016-10-09 12:09:56
              7

              Microsoft Word - Asset pricing.docx

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              Source URL: gemwem.ch

              - Date: 2016-01-27 10:58:29
                8

                Asset Pricing when Traders Sell Extreme Winners and Losers Li An∗† November 27, 2014 Abstract This study investigates the asset pricing implications of a newly-documented refinement of

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                Source URL: www.columbia.edu

                - Date: 2014-11-27 03:16:39
                  9

                  Trading Cost of Asset Pricing Anomalies

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                  Source URL: www.istfin.eco.usi.ch

                  - Date: 2014-06-05 08:17:30
                    10

                    Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets∗ Adrian Buss Raman Uppal

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                    Source URL: www.istfin.eco.usi.ch

                    - Date: 2015-02-06 08:27:14
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