Essays in Asset Pricing with Market Imperfections

Essays in Asset Pricing with Market Imperfections
Author: Andrea Buffa
Publisher:
Total Pages:
Release: 2012
Genre:
ISBN:

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Essays in Asset Pricing with Market Imperfections
Language: en
Pages:
Authors: Andrea Buffa
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Essays in Asset Pricing and Market Imperfections
Language: en
Pages: 176
Authors: Weiyang Qiu (Ph. D.)
Categories:
Type: BOOK - Published: 2010 - Publisher:

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(cont.) The third part of the thesis studies asset pricing under heterogeneous information. In an asset market where agents have heterogeneous information, asse
Three Essays on the Effect of Market Imperfections on Asset Prices and Investor Behavior
Language: en
Pages: 272
Authors: Alan Douglas White
Categories:
Type: BOOK - Published: 1987 - Publisher:

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Two Essays on Asset Pricing
Language: en
Pages: 90
Authors: Jun Xu
Categories:
Type: BOOK - Published: 2011 - Publisher:

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Essay One: A New Estimate of BetaThis essay examines a new method of estimating systematic risk, or "beta". Due to market imperfection, stock prices, especially
Three Essays in Asset Pricing
Language: en
Pages: 157
Authors: Yoon Kang Lee
Categories: Arbitrage
Type: BOOK - Published: 2018 - Publisher:

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This dissertation is comprised of three chapters that aim to understand how the interactions between various investors and instruments in financial markets are