Asset pricing

Results: 930



#Item
1Nominal 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

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
    2Climbing 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

    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
      3Is 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

      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
        4A 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

        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
            6Volume 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

            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
              7Microsoft Word - Asset pricing.docx

              Microsoft Word - Asset pricing.docx

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              Source URL: gemwem.ch

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

                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
                  9Trading Cost of Asset Pricing Anomalies

                  Trading Cost of Asset Pricing Anomalies

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

                  - Date: 2014-06-05 08:17:30
                    10Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets∗ Adrian Buss Raman Uppal

                    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