Asset Pricing Under Asymmetric Information
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Asset Pricing Under Asymmetric Information
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Author : Markus Konrad Brunnermeier
language : en
Publisher: Oxford University Press, USA
Release Date : 2001
Asset Pricing Under Asymmetric Information written by Markus Konrad Brunnermeier and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Business & Economics categories.
The role of information is central to the academic debate on finance. This book provides a detailed, current survey of theoretical research into the effect on stock prices of the distribution of information, comparing and contrasting major models. It examines theoretical models that explain bubbles, technical analysis, and herding behavior. It also provides rational explanations for stock market crashes. Analyzing the implications of asymmetries in information is crucial in this area. This book provides a useful survey for graduate students.
Asset Pricing Under Asymmetric Information
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Author :
language : en
Publisher:
Release Date : 2001
Asset Pricing Under Asymmetric Information written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Asset Pricing Under Asymmetric Information
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Author : Markus Konrad Brunnermeier
language : en
Publisher:
Release Date : 2001
Asset Pricing Under Asymmetric Information written by Markus Konrad Brunnermeier and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Capital assets pricing model categories.
The role of information is central to the academic debate on finance. This book provides a detailed, current survey of theoretical research into the effect on stock prices of the distribution of information, comparing major models.
A Model Of Intertemporal Asset Prices Under Asymmetric Information Classic Reprint
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Author : Jiang Wang
language : en
Publisher: Forgotten Books
Release Date : 2018-02-23
A Model Of Intertemporal Asset Prices Under Asymmetric Information Classic Reprint written by Jiang Wang and has been published by Forgotten Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-23 with Business & Economics categories.
Excerpt from A Model of Intertemporal Asset Prices Under Asymmetric Information We explore the implications of our model for the behavior of stock prices, risk premia, price volatility, autocorrelation in stock returns and investors' trading strategies. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
A Model Of Intertemporal Asset Prices Under Asymmetric Information
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Author : Jiang Wang
language : en
Publisher: Franklin Classics
Release Date : 2018-10-16
A Model Of Intertemporal Asset Prices Under Asymmetric Information written by Jiang Wang and has been published by Franklin Classics this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-16 with categories.
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Asset Price Variability Under Asymmetric Information
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Author : J. Black
language : en
Publisher:
Release Date : 1988
Asset Price Variability Under Asymmetric Information written by J. Black and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Economics categories.
Asymmetric Information In Financial Economics
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Author : Spyros Pagratis
language : en
Publisher:
Release Date : 2005
Asymmetric Information In Financial Economics written by Spyros Pagratis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Asset Prices Booms And Recessions
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Author : Willi Semmler
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-03-21
Asset Prices Booms And Recessions written by Willi Semmler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-21 with Business & Economics categories.
"Asset Prices, Booms and Recessions" is a book on Financial Economics from a dynamic perspective. It focuses on the dynamic interaction of financial markets and economic activity. The financial markets to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence. Empirical applications relate to episodes of financial instability and financial crises of the U.S., Latin American, Asian as well as Euro-area countries. The current version of the book has moved to a more extensive coverage of the topics in financial economics by updating the literature in the appropriate chapters. Moreover it gives a more extensive treatment of new and more advanced topics in financial economics such as international portfolio theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models and dynamic portfolio decisions. Overall, the book presents material that researchers and practitioners in financial engineering need to know about economic dynamics and that economists, practitioners and policy makers need to know about the financial market.
Dark Markets
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Author : Darrell Duffie
language : en
Publisher: Princeton University Press
Release Date : 2012-01-08
Dark Markets written by Darrell Duffie and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-08 with Business & Economics categories.
This book offers a concise introduction to OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for more advanced subjects in this field.
Asset Pricing And Portfolio Choice Theory
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Author : Kerry Back
language : en
Publisher: Oxford University Press
Release Date : 2010-09-10
Asset Pricing And Portfolio Choice Theory written by Kerry Back and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-10 with Business & Economics categories.
In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed explanations for the equity premium and risk-free rate puzzles and chapters on heterogeneous beliefs, asymmetric information, non-expected utility preferences, and production models. The book includes numerous exercises designed to provide practice with the concepts and to introduce additional results. Each chapter concludes with a notes and references section that supplies pathways to additional developments in the field.