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Predictability in Financial Markets
Philippe Bacchetta and Elmar Mertens, University
of Lausanne
Eric Van Wincoop, University of Virginia
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Economic Forces and the Stock Market
Nai-Fu Chen, University of Chicago
Richard Roll, University of California, Los Angeles
Stephen A. Ross, Yale University
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Aggregate Price Effects of Institutional Trading
Roger M. Edelen, University of
Pennsylvania
Jerold B. Warner, University of
Rochester
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Market Liquidity as a Sentiment Indicator
Malcolm Baker, Harvard University
Jeremy C. Stein, Harvard University and NBER
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In Search of Distress Risk
John Campbell, Harvard University and NBER
Jens Hilscher and Jan Szilagyi, Harvard University
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The Price of Conformism
Amil Dasgupta, Andrea Prat and Michela Verardo
London School of Economics
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Behavioral Biases and Investment
Massimo Massa, INSEAD
Andrei Simonov, Stockholm School of Economics
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Arbitrage at its Limits
Markus K. Brunnermeier, Princeton University
Stefan Nagel, London Business School
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Economic Links and Predictable Returns
Lauren Cohen, Yale University
Andrea Frazzini, University of Chicago
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Illiquid Assets and Optimal Portfolio Choice
Eduardo S. Schwartz and Claudio Tebaldi
National Bureau of Economic Research
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Research on Market Manipulation
Michael H. Lim, L'eau Prosper Research
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Asset Pricing Models: CAPM and APT
Michael H. Lim, L'eau Prosper Research
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