New research in financial markets / edited by Bruno Biais and Marco Pagano.
Material type:
TextPublisher: Oxford ; New York : Oxford University Press, 2001Description: xix, 356 pages : illustrations ; 25 cmContent type: - text
- unmediated
- volume
- 0199243212
- 0199243220 (pbk.)
- 332 21 N
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Books
|
Main library A5 | Faculty of Economics & Political (Economics) | 332 N (Browse shelf(Opens below)) | Available | 00002893 |
Includes bibliographical references and index.
Machine derived contents note: Introduction --
Part I. Asset Pricing --
1. Evaluating Portfolio Performance with Stochastic Discount Factors, Magnus Dahlquist and Paul Soderlind --
2. Implied Volatility Functions: Empirical Tests, Bernard Dumas, Jeff Fleming, and Robert E. Whaley --
Part II. Market Microstructure --
3. Insider Trading without Normality, Jean-Charles Rochet and Jean-Luc Vila --
4. Insider and Liquidity Trading in Stock and Options Markets, Bruno Biais and Pierre Hillion --
5. The Speed of Information Revelation in a Financial Market Mechanism, Xavier Vives --
Part III. Speculation --
6. Arbitrage Chains, James Dow and Gary Gorton --
7. Asset Price Dynamics and Infrequent Feedback Trades, Pierluigi Balduzzi, Giuseppe Bertola, and Silverio Foresi --
8. Asset Prices and Trading Volume in a Beauty Contest, Bruno Biais and Peter Bossaerts --
9. Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks, Stephen Morris and Hyun Song Shin --
Part IV. Asset Pricing and Corporate Finance --
10. Design and Valuation of Debt Contracts, Ronald W. Anderson and Suresh Sundaresan --
11. Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence, Rene M. Stulz and Walter Wasserfallen --
Index.
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